+32.6%
ACI vs PFG
+264.5%
-232.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.2% |
| 7D | -5.3% | -2.2% | -3.1% | -5.0% |
| 30D | +5.0% | +6.4% | -1.3% | +4.0% |
| 3M | +7.5% | +2.2% | +5.3% | +7.1% |
| 6M | -16.0% | +16.3% | -32.3% | -17.9% |
| YTD | -20.6% | +33.2% | -53.9% | -24.0% |
| 1Y | -23.5% | +40.6% | -64.1% | -27.4% |
| 3Y | -32.1% | +83.3% | -115.5% | -38.5% |
| 5Y | -42.5% | +97.7% | -140.2% | -48.7% |
| All | +32.6% | +264.5% | -232.0% | +16.2% |
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