+963.9%
PFG vs BMRN
+531.5%
+432.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +3.2% | -3.8% | +7.0% | +4.3% |
| 30D | +0.9% | -6.5% | +7.4% | +2.7% |
| 3M | +7.7% | +11.2% | -3.5% | +4.3% |
| 6M | +29.0% | +5.8% | +23.2% | +26.0% |
| YTD | +32.5% | +8.4% | +24.1% | +28.4% |
| 1Y | +47.3% | +15.7% | +31.7% | +39.2% |
| 3Y | +68.2% | -28.6% | +96.8% | +76.9% |
| 5Y | +108.5% | -19.6% | +128.1% | +108.2% |
| 10Y | +241.4% | -31.5% | +272.9% | +232.6% |
| All | +963.9% | +531.5% | +432.4% | +450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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