+31.5%
ACI vs PFG
+266.8%
-235.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.3% |
| 7D | -5.9% | +2.3% | -8.2% | -6.2% |
| 30D | +7.2% | +7.6% | -0.4% | +6.0% |
| 3M | +8.8% | +2.5% | +6.3% | +8.4% |
| 6M | -17.2% | +16.6% | -33.8% | -19.1% |
| YTD | -21.3% | +34.1% | -55.3% | -24.7% |
| 1Y | -23.7% | +44.1% | -67.8% | -27.9% |
| 3Y | -32.8% | +86.3% | -119.1% | -39.3% |
| 5Y | -41.4% | +101.6% | -143.0% | -47.8% |
| All | +31.5% | +266.8% | -235.2% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling