+66.5%
AG vs PFG
+247.4%
-180.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.1% |
| 7D | -5.8% | -3.0% | -2.8% | -5.1% |
| 30D | +6.4% | +2.5% | +3.9% | +5.6% |
| 3M | +28.4% | +6.1% | +22.3% | +26.1% |
| 6M | -24.5% | +31.3% | -55.8% | -29.8% |
| YTD | +21.2% | +33.6% | -12.4% | +12.3% |
| 1Y | +114.1% | +48.5% | +65.6% | +93.5% |
| 3Y | +268.0% | +69.6% | +198.4% | +220.7% |
| 5Y | +67.3% | +111.5% | -44.1% | +39.3% |
| All | +66.5% | +247.4% | -180.9% | -2.2% |
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