+221.6%
ACWI vs PFG
+195.4%
+26.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.2% | +3.0% | -3.1% | -1.2% |
| 30D | -3.3% | +8.2% | -11.4% | -6.1% |
| 3M | -3.4% | +2.7% | -6.1% | -4.6% |
| 6M | +0.8% | +17.2% | -16.4% | -5.6% |
| YTD | +10.7% | +34.8% | -24.0% | -1.9% |
| 1Y | +11.6% | +43.6% | -32.0% | -3.5% |
| 3Y | +73.4% | +85.4% | -12.0% | +34.1% |
| 5Y | +60.2% | +102.2% | -42.0% | +18.1% |
| 10Y | +221.6% | +190.2% | +31.4% | +92.4% |
| All | +221.6% | +195.4% | +26.2% | +92.4% |
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