+5,900.7%
ACGL vs PFG
+978.4%
+4,922.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +1.0% |
| 7D | +6.4% | -0.7% | +7.1% | +6.6% |
| 30D | +16.6% | +2.8% | +13.8% | +15.6% |
| 3M | +11.6% | -1.0% | +12.6% | +11.8% |
| 6M | +17.5% | +13.6% | +3.9% | +12.9% |
| YTD | +15.3% | +31.1% | -15.8% | +6.0% |
| 1Y | +26.3% | +43.8% | -17.5% | +13.0% |
| 3Y | +35.9% | +75.0% | -39.1% | +14.0% |
| 5Y | +168.2% | +95.2% | +72.9% | +116.5% |
| 10Y | +352.0% | +207.5% | +144.5% | +215.9% |
| All | +5,900.7% | +978.4% | +4,922.3% | +1,584.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling