+137.0%
AA vs PFG
+242.8%
-105.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.7% |
| 7D | +1.7% | +6.0% | -4.3% | -3.8% |
| 30D | +3.3% | +2.2% | +1.1% | +0.6% |
| 3M | -29.4% | +10.4% | -39.8% | -36.3% |
| 6M | -12.8% | +27.8% | -40.6% | -31.4% |
| YTD | -2.1% | +33.6% | -35.8% | -26.5% |
| 1Y | +62.8% | +49.3% | +13.5% | +10.4% |
| 3Y | +90.5% | +69.7% | +20.7% | +15.5% |
| 5Y | +19.1% | +111.3% | -92.3% | -40.8% |
| All | +137.0% | +242.8% | -105.8% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling