-45.3%
ACHR vs PFG
+192.5%
-237.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.5% |
| 7D | -5.4% | -3.0% | -2.4% | -3.1% |
| 30D | -19.7% | +2.5% | -22.2% | -21.4% |
| 3M | +7.9% | +6.1% | +1.9% | +2.1% |
| 6M | -13.8% | +31.3% | -45.1% | -31.7% |
| YTD | -27.5% | +33.6% | -61.1% | -43.5% |
| 1Y | -33.9% | +48.5% | -82.5% | -52.6% |
| 3Y | -20.0% | +69.6% | -89.6% | -46.9% |
| 5Y | -44.0% | +111.5% | -155.5% | -65.2% |
| All | -45.3% | +192.5% | -237.9% | -65.5% |
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