+360.7%
ACGL vs PFGC
+465.8%
-105.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.5% |
| 7D | +0.9% | +8.5% | -7.7% | -1.2% |
| 30D | +13.7% | +15.0% | -1.3% | +10.0% |
| 3M | +8.0% | -6.2% | +14.2% | +9.3% |
| 6M | +13.3% | +15.7% | -2.5% | +9.1% |
| YTD | +11.8% | +19.6% | -7.7% | +6.2% |
| 1Y | +22.2% | +13.2% | +9.0% | +17.5% |
| 3Y | +32.5% | +77.0% | -44.5% | +13.8% |
| 5Y | +160.2% | +121.5% | +38.7% | +107.6% |
| 10Y | +338.5% | +354.5% | -16.0% | +219.6% |
| All | +360.7% | +465.8% | -105.1% | +227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling