+26.5%
ACGL vs PFG
+46.8%
-20.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +1.5% |
| 7D | +8.0% | +4.9% | +3.1% | +6.5% |
| 30D | +17.3% | +5.7% | +11.6% | +15.4% |
| 3M | +11.2% | +2.6% | +8.7% | +10.3% |
| 6M | +18.2% | +19.8% | -1.6% | +13.0% |
| YTD | +15.4% | +36.3% | -20.9% | +7.4% |
| 1Y | +26.5% | +47.9% | -21.3% | +16.8% |
| All | +26.5% | +46.8% | -20.3% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling