-30.1%
AA vs PFG
+996.3%
-1,026.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.3% |
| 7D | +1.1% | -2.2% | +3.4% | +2.4% |
| 30D | -1.3% | +6.4% | -7.6% | -4.6% |
| 3M | -23.9% | +2.2% | -26.2% | -25.3% |
| 6M | -36.8% | +16.3% | -53.1% | -42.6% |
| YTD | -22.2% | +33.2% | -55.4% | -34.8% |
| 1Y | +10.4% | +40.6% | -30.3% | -10.1% |
| 3Y | +72.0% | +83.3% | -11.3% | +22.3% |
| 5Y | -15.6% | +97.7% | -113.4% | -41.6% |
| 10Y | +47.8% | +189.9% | -142.1% | -13.5% |
| All | -30.1% | +996.3% | -1,026.3% | -82.4% |
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 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