+323.5%
ACGL vs PFG
+182.5%
+141.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +12.8% | +5.0% | +7.8% | +9.8% |
| 3M | +12.3% | +0.1% | +12.2% | +11.8% |
| 6M | +15.8% | +13.8% | +2.0% | +7.5% |
| YTD | +13.9% | +31.2% | -17.4% | -2.7% |
| 1Y | +19.0% | +37.1% | -18.0% | -0.8% |
| 3Y | +33.7% | +80.6% | -46.9% | -6.6% |
| 5Y | +173.4% | +93.7% | +79.7% | +78.0% |
| All | +323.5% | +182.5% | +141.0% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling