+36.0%
ACGL vs PFG
+67.7%
-31.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | -0.7% | +5.5% | -6.3% | -2.7% |
| 30D | -1.0% | +2.4% | -3.4% | -1.9% |
| 3M | +11.0% | +13.6% | -2.5% | +6.0% |
| 6M | -0.3% | +27.9% | -28.2% | -8.8% |
| YTD | +2.3% | +35.6% | -33.3% | -8.7% |
| 1Y | +6.4% | +48.5% | -42.1% | -8.4% |
| All | +36.0% | +67.7% | -31.7% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling