+635.8%
BX vs PFG
+184.0%
+451.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +0.6% | +2.4% | -1.8% | -0.9% |
| 30D | +14.2% | +5.9% | +8.4% | +10.3% |
| 3M | -18.7% | -0.4% | -18.3% | -18.6% |
| 6M | +2.5% | +14.8% | -12.4% | -6.4% |
| YTD | -18.8% | +31.9% | -50.7% | -32.2% |
| 1Y | -10.3% | +38.8% | -49.1% | -27.5% |
| 3Y | +35.4% | +82.4% | -47.0% | -7.3% |
| 5Y | +0.3% | +94.7% | -94.4% | -33.1% |
| All | +635.8% | +184.0% | +451.9% | +230.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling