+356.8%
ACWI vs PFG
+283.1%
+73.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.5% | +5.5% | -5.0% | -1.2% |
| 30D | +0.9% | +2.4% | -1.5% | 0.0% |
| 3M | +2.4% | +13.6% | -11.2% | -1.8% |
| 6M | +12.4% | +27.9% | -15.5% | +3.9% |
| YTD | +15.2% | +35.6% | -20.4% | +4.5% |
| 1Y | +22.7% | +48.5% | -25.8% | +8.1% |
| 3Y | +75.8% | +66.9% | +8.9% | +48.0% |
| 5Y | +67.7% | +111.0% | -43.2% | +30.2% |
| 10Y | +229.0% | +244.5% | -15.5% | +108.9% |
| All | +356.8% | +283.1% | +73.7% | +120.0% |
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