+330.0%
ACWI vs PFG
+264.2%
+65.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | -5.2% | +2.0% | -7.2% | -5.8% |
| 3M | -4.8% | -3.2% | -1.7% | -4.1% |
| 6M | -1.3% | +10.9% | -12.2% | -4.8% |
| YTD | +8.4% | +28.8% | -20.5% | -0.3% |
| 1Y | +11.0% | +39.2% | -28.1% | -0.3% |
| 3Y | +70.6% | +75.0% | -4.5% | +41.5% |
| 5Y | +55.3% | +91.9% | -36.6% | +24.0% |
| 10Y | +223.2% | +202.3% | +20.9% | +112.9% |
| All | +330.0% | +264.2% | +65.8% | +110.0% |
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