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  • ACGL vs PFG✓SelectedUSD · PFGACGL vs PFG performance historyLatest closeAs of-1.73%09/04
Stock and ETF performance explorer

ACGL vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,223.9%
PFG return
+1,015.3%
Excess return
+4,208.6%
Maximum drawdown
-53.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
1D-1.7%-1.5%-0.2%-1.3%
7D-0.7%+5.5%-6.3%-2.4%
30D-1.0%+2.4%-3.4%-1.7%
3M+11.0%+13.6%-2.5%+6.9%
6M-0.3%+27.9%-28.2%-7.4%
YTD+2.3%+35.6%-33.3%-6.8%
1Y+6.4%+48.5%-42.1%-5.7%
3Y+34.0%+66.9%-32.9%+13.7%
5Y+161.6%+111.0%+50.7%+106.7%
10Y+278.6%+244.5%+34.1%+157.4%
All+5,223.9%+1,015.3%+4,208.6%+1,381.1%

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 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