+27.7%
BWA vs PFG
+92.7%
-65.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +4.3% | +2.4% | +1.9% | +2.8% |
| 30D | -13.0% | +5.9% | -18.9% | -16.2% |
| 3M | -24.8% | -0.4% | -24.4% | -25.1% |
| 6M | -23.5% | +14.8% | -38.4% | -31.0% |
| YTD | +13.8% | +31.9% | -18.1% | -7.0% |
| 1Y | +13.4% | +38.8% | -25.4% | -10.5% |
| 3Y | +62.8% | +82.4% | -19.6% | +4.2% |
| All | +27.7% | +92.7% | -65.1% | -24.9% |
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