-15.1%
AA vs PFG
+1,015.3%
-1,030.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.3% |
| 7D | -0.7% | +5.5% | -6.2% | -3.8% |
| 30D | +5.0% | +2.4% | +2.6% | +3.2% |
| 3M | -35.8% | +13.6% | -49.4% | -40.7% |
| 6M | -18.4% | +27.9% | -46.3% | -29.7% |
| YTD | -5.5% | +35.6% | -41.0% | -21.3% |
| 1Y | +61.0% | +48.5% | +12.5% | +27.2% |
| 3Y | +66.2% | +66.9% | -0.7% | +25.0% |
| 5Y | +11.4% | +111.0% | -99.6% | -25.1% |
| 10Y | +116.9% | +244.5% | -127.6% | +17.4% |
| All | -15.1% | +1,015.3% | -1,030.3% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling