+65.7%
AG vs PFG
+184.0%
-118.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -10.0% | +2.4% | -12.3% | -10.5% |
| 30D | -10.5% | +5.9% | -16.4% | -11.7% |
| 3M | -27.3% | -0.4% | -26.8% | -27.2% |
| 6M | -43.0% | +14.8% | -57.8% | -45.1% |
| YTD | -17.9% | +31.9% | -49.8% | -23.6% |
| 1Y | +11.9% | +38.8% | -26.9% | +2.9% |
| 3Y | +201.8% | +82.4% | +119.4% | +160.0% |
| 5Y | -0.1% | +94.7% | -94.8% | -15.3% |
| All | +65.7% | +184.0% | -118.3% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling