+48.5%
PFG vs BTG
+38.4%
+10.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | +5.5% | -0.9% | +6.4% | +5.5% |
| 30D | +2.4% | +36.8% | -34.5% | +1.3% |
| 3M | +13.6% | +23.1% | -9.5% | +12.9% |
| 6M | +27.9% | +3.5% | +24.4% | +27.9% |
| YTD | +35.6% | +25.5% | +10.1% | +34.9% |
| 1Y | +48.5% | +40.1% | +8.4% | +41.0% |
| All | +48.5% | +38.4% | +10.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling