+989.7%
PFG vs BUD
+201.1%
+788.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +5.5% | +0.3% | +5.3% | +5.4% |
| 30D | +2.4% | -5.7% | +8.0% | +5.9% |
| 3M | +13.6% | +3.1% | +10.5% | +10.9% |
| 6M | +27.9% | +7.9% | +20.0% | +20.7% |
| YTD | +35.6% | +27.3% | +8.2% | +14.9% |
| 1Y | +48.5% | +37.8% | +10.7% | +19.3% |
| 3Y | +66.9% | +49.8% | +17.0% | +22.0% |
| 5Y | +111.0% | +43.8% | +67.1% | +54.0% |
| 10Y | +244.5% | -22.6% | +267.1% | +249.7% |
| All | +989.7% | +201.1% | +788.6% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling