+272.2%
ACGL vs PFGC
+283.5%
-11.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | -1.0% | -11.9% | +10.9% | +2.0% |
| 3M | +11.0% | +5.0% | +6.0% | +9.7% |
| 6M | -0.3% | +8.6% | -8.9% | -2.7% |
| YTD | +2.3% | +9.7% | -7.4% | -0.8% |
| 1Y | +6.4% | -6.3% | +12.7% | +7.0% |
| 3Y | +34.0% | +58.2% | -24.2% | +17.6% |
| 5Y | +161.6% | +110.4% | +51.2% | +109.5% |
| All | +272.2% | +283.5% | -11.3% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling