+225.2%
ACWI vs PFG
+184.0%
+41.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.4% | +2.4% | +0.1% | +1.5% |
| 30D | -1.7% | +5.9% | -7.5% | -3.8% |
| 3M | -3.9% | -0.4% | -3.5% | -4.0% |
| 6M | +0.8% | +14.8% | -14.1% | -4.9% |
| YTD | +11.0% | +31.9% | -20.9% | -0.8% |
| 1Y | +13.1% | +38.8% | -25.7% | -1.0% |
| 3Y | +73.9% | +82.4% | -8.5% | +35.3% |
| 5Y | +59.0% | +94.7% | -35.7% | +18.9% |
| All | +225.2% | +184.0% | +41.3% | +95.9% |
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