+33.4%
AG vs PFG
+46.8%
-13.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.1% | +5.0% | +6.9% |
| 7D | -2.6% | +4.9% | -7.5% | -4.9% |
| 30D | -12.1% | +5.7% | -17.8% | -14.5% |
| 3M | -6.6% | +2.6% | -9.2% | -8.2% |
| 6M | -20.5% | +19.8% | -40.2% | -31.7% |
| YTD | -7.4% | +36.3% | -43.7% | -30.0% |
| 1Y | +33.4% | +47.9% | -14.5% | -7.0% |
| All | +33.4% | +46.8% | -13.4% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling