+164.5%
ACGL vs PFG
+110.8%
+53.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -0.7% | +5.5% | -6.3% | -3.2% |
| 30D | -1.0% | +2.4% | -3.4% | -2.1% |
| 3M | +11.0% | +13.6% | -2.5% | +4.7% |
| 6M | -0.3% | +27.9% | -28.2% | -11.0% |
| YTD | +2.3% | +35.6% | -33.3% | -11.4% |
| 1Y | +6.4% | +48.5% | -42.1% | -12.0% |
| 3Y | +34.0% | +66.9% | -32.9% | +3.1% |
| All | +164.5% | +110.8% | +53.7% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling