-59.6%
ACHR vs PFG
+188.9%
-248.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.3% |
| 7D | -9.2% | +2.4% | -11.6% | -10.7% |
| 30D | -1.0% | +5.9% | -6.8% | -5.2% |
| 3M | -42.2% | -0.4% | -41.7% | -42.3% |
| 6M | -38.2% | +14.8% | -53.0% | -45.7% |
| YTD | -46.4% | +31.9% | -78.3% | -57.9% |
| 1Y | -49.4% | +38.8% | -88.2% | -61.8% |
| 3Y | -22.5% | +82.4% | -104.9% | -51.1% |
| 5Y | -29.8% | +94.7% | -124.5% | -55.9% |
| All | -59.6% | +188.9% | -248.5% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling