+108.5%
PFG vs BBAI
-71.3%
+179.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | +3.2% | -4.1% | +7.3% | +3.3% |
| 30D | +0.9% | -12.4% | +13.3% | +1.1% |
| 3M | +7.7% | -29.1% | +36.8% | +8.1% |
| 6M | +29.0% | -32.6% | +61.6% | +29.4% |
| YTD | +32.5% | -47.6% | +80.1% | +33.2% |
| 1Y | +47.3% | -41.0% | +88.4% | +47.8% |
| 3Y | +68.2% | +67.5% | +0.8% | +66.4% |
| 5Y | +108.5% | -71.3% | +179.7% | +103.7% |
| All | +108.5% | -71.3% | +179.7% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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