+173.4%
ACGL vs PFG
+95.0%
+78.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +12.8% | +5.0% | +7.8% | +10.3% |
| 3M | +12.3% | +0.1% | +12.2% | +11.9% |
| 6M | +15.8% | +13.8% | +2.0% | +8.9% |
| YTD | +13.9% | +31.2% | -17.4% | -0.1% |
| 1Y | +19.0% | +37.1% | -18.0% | +2.2% |
| 3Y | +33.7% | +80.6% | -46.9% | -1.4% |
| 5Y | +173.4% | +93.7% | +79.7% | +85.9% |
| All | +173.4% | +95.0% | +78.4% | +85.9% |
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