+85.5%
BWA vs PFG
+111.0%
-25.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.8% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -2.9% | +2.9% | -5.8% | -4.9% |
| 3M | -10.7% | +6.7% | -17.4% | -14.9% |
| 6M | +26.5% | +33.8% | -7.3% | +3.8% |
| YTD | +49.1% | +35.0% | +14.1% | +20.7% |
| 1Y | +52.1% | +46.4% | +5.6% | +16.1% |
| 3Y | +72.6% | +71.7% | +0.9% | +16.2% |
| All | +85.5% | +111.0% | -25.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling