+72.8%
AG vs PFG
+109.8%
-37.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -0.1% | +3.2% | -3.3% | -1.5% |
| 30D | +12.5% | +0.9% | +11.5% | +11.8% |
| 3M | +28.2% | +7.7% | +20.4% | +23.6% |
| 6M | -18.8% | +29.0% | -47.8% | -27.6% |
| YTD | +27.4% | +32.5% | -5.1% | +12.5% |
| 1Y | +132.2% | +47.3% | +84.9% | +96.8% |
| 3Y | +286.9% | +68.2% | +218.6% | +206.7% |
| 5Y | +72.8% | +108.5% | -35.7% | +25.1% |
| All | +72.8% | +109.8% | -37.0% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling