+55.0%
ACWI vs PFG
+91.4%
-36.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -2.4% | -0.6% | -1.7% | -2.1% |
| 30D | -5.2% | +2.0% | -7.2% | -6.0% |
| 3M | -4.8% | -3.2% | -1.7% | -3.9% |
| 6M | -1.3% | +10.9% | -12.2% | -6.0% |
| YTD | +8.4% | +28.8% | -20.5% | -3.3% |
| 1Y | +11.0% | +39.2% | -28.1% | -4.2% |
| 3Y | +70.6% | +75.0% | -4.5% | +30.5% |
| All | +55.0% | +91.4% | -36.4% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling