+935.8%
PFG vs BUD
+214.6%
+721.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.8% |
| 7D | -0.6% | +4.5% | -5.1% | -3.3% |
| 30D | +2.0% | +12.5% | -10.5% | -5.3% |
| 3M | -3.2% | 0.0% | -3.2% | -3.7% |
| 6M | +10.9% | +3.8% | +7.1% | +7.2% |
| YTD | +28.8% | +33.1% | -4.2% | +5.8% |
| 1Y | +39.2% | +35.5% | +3.7% | +12.9% |
| 3Y | +75.0% | +49.4% | +25.6% | +28.2% |
| 5Y | +91.9% | +48.0% | +43.9% | +38.0% |
| 10Y | +202.3% | -8.6% | +210.9% | +172.7% |
| All | +935.8% | +214.6% | +721.2% | +237.5% |
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