+282.7%
AG vs PFG
+67.4%
+215.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -0.1% | +3.2% | -3.3% | -1.6% |
| 30D | +12.5% | +0.9% | +11.5% | +11.8% |
| 3M | +28.2% | +7.7% | +20.4% | +23.0% |
| 6M | -18.8% | +29.0% | -47.8% | -29.0% |
| YTD | +27.4% | +32.5% | -5.1% | +10.2% |
| 1Y | +132.2% | +47.3% | +84.9% | +92.0% |
| All | +282.7% | +67.4% | +215.3% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling