+12.4%
AA vs PFG
+110.8%
-98.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -0.8% |
| 7D | -0.7% | +5.5% | -6.2% | -5.4% |
| 30D | +5.0% | +2.4% | +2.6% | +2.2% |
| 3M | -35.8% | +13.6% | -49.4% | -43.4% |
| 6M | -18.4% | +27.9% | -46.3% | -35.7% |
| YTD | -5.5% | +35.6% | -41.0% | -29.8% |
| 1Y | +61.0% | +48.5% | +12.5% | +9.4% |
| 3Y | +66.2% | +66.9% | -0.7% | +1.0% |
| All | +12.4% | +110.8% | -98.4% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling