+324.6%
ACGL vs PFG
+189.4%
+135.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | -1.4% | -2.2% | +0.9% | -0.3% |
| 30D | +12.4% | +6.4% | +6.0% | +8.6% |
| 3M | +11.1% | +2.2% | +8.9% | +9.4% |
| 6M | +16.3% | +16.3% | +0.1% | +6.8% |
| YTD | +13.8% | +33.2% | -19.4% | -3.5% |
| 1Y | +20.4% | +40.6% | -20.2% | -1.0% |
| 3Y | +33.6% | +83.3% | -49.8% | -7.4% |
| 5Y | +176.8% | +97.7% | +79.1% | +78.3% |
| 10Y | +324.6% | +189.9% | +134.7% | +92.6% |
| All | +324.6% | +189.4% | +135.2% | +92.6% |
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