+18.8%
BX vs PFG
+109.8%
-91.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -2.9% |
| 7D | -5.7% | +3.2% | -8.9% | -8.5% |
| 30D | -8.9% | +0.9% | -9.8% | -9.9% |
| 3M | +8.4% | +7.7% | +0.7% | +1.2% |
| 6M | +18.9% | +29.0% | -10.0% | -4.5% |
| YTD | -13.6% | +32.5% | -46.1% | -32.5% |
| 1Y | -22.4% | +47.3% | -69.8% | -45.0% |
| 3Y | +26.0% | +68.2% | -42.2% | -20.9% |
| 5Y | +18.8% | +108.5% | -89.7% | -38.6% |
| All | +18.8% | +109.8% | -91.0% | -38.6% |
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