+129.7%
PFG vs BBAI
-76.8%
+206.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.6% |
| 7D | +3.0% | -8.3% | +11.3% | +3.1% |
| 30D | +8.2% | -2.9% | +11.1% | +8.2% |
| 3M | +2.7% | -28.2% | +30.9% | +3.1% |
| 6M | +17.2% | -44.5% | +61.7% | +17.9% |
| YTD | +34.8% | -57.0% | +91.8% | +35.8% |
| 1Y | +43.6% | -59.4% | +102.9% | +44.7% |
| 3Y | +85.4% | +48.7% | +36.7% | +83.9% |
| 5Y | +102.2% | -76.8% | +178.9% | +100.3% |
| All | +129.7% | -76.8% | +206.5% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling