+73.4%
ACWI vs PFG
+86.4%
-13.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.2% | +3.0% | -3.1% | -1.1% |
| 30D | -3.3% | +8.2% | -11.4% | -5.8% |
| 3M | -3.4% | +2.7% | -6.1% | -4.5% |
| 6M | +0.8% | +17.2% | -16.4% | -5.4% |
| YTD | +10.7% | +34.8% | -24.0% | -1.8% |
| 1Y | +11.6% | +43.6% | -32.0% | -3.5% |
| 3Y | +73.4% | +85.4% | -12.0% | +33.7% |
| All | +73.4% | +86.4% | -13.1% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling