+5,722.1%
ACGL vs PFG
+960.1%
+4,762.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.5% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +13.7% | +2.0% | +11.7% | +13.0% |
| 3M | +8.0% | -3.2% | +11.2% | +8.9% |
| 6M | +13.3% | +10.9% | +2.4% | +9.7% |
| YTD | +11.8% | +28.8% | -17.0% | +3.4% |
| 1Y | +22.2% | +39.2% | -16.9% | +10.4% |
| 3Y | +32.5% | +75.0% | -42.6% | +11.1% |
| 5Y | +160.2% | +91.9% | +68.3% | +111.1% |
| 10Y | +338.5% | +202.3% | +136.2% | +208.1% |
| All | +5,722.1% | +960.1% | +4,762.0% | +1,542.9% |
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 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