+111.3%
PFG vs BUD
+45.2%
+66.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +6.0% | +0.8% | +5.2% | +5.7% |
| 30D | +2.2% | -4.8% | +7.0% | +4.1% |
| 3M | +10.4% | +1.4% | +9.0% | +9.4% |
| 6M | +27.8% | +9.9% | +17.9% | +22.2% |
| YTD | +33.6% | +26.3% | +7.3% | +20.1% |
| 1Y | +49.3% | +36.1% | +13.1% | +29.7% |
| 3Y | +69.7% | +48.6% | +21.2% | +36.6% |
| 5Y | +111.3% | +45.0% | +66.3% | +71.0% |
| All | +111.3% | +45.2% | +66.2% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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