-32.6%
AA vs PFG
+960.1%
-992.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.8% |
| 7D | +0.9% | -0.6% | +1.5% | +1.3% |
| 30D | -6.7% | +2.0% | -8.7% | -7.8% |
| 3M | -16.3% | -3.2% | -13.2% | -15.5% |
| 6M | -37.1% | +10.9% | -48.0% | -41.4% |
| YTD | -25.0% | +28.8% | -53.9% | -36.0% |
| 1Y | +8.6% | +39.2% | -30.6% | -11.1% |
| 3Y | +57.2% | +75.0% | -17.8% | +14.7% |
| 5Y | -13.0% | +91.9% | -105.0% | -38.7% |
| 10Y | +65.5% | +202.3% | -136.8% | -4.7% |
| All | -32.6% | +960.1% | -992.7% | -82.7% |
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