+7.7%
AG vs PFG
+99.5%
-91.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -4.0% | -2.2% | -1.8% | -3.1% |
| 30D | -13.1% | +6.4% | -19.4% | -15.1% |
| 3M | -22.0% | +2.2% | -24.3% | -22.9% |
| 6M | -37.3% | +16.3% | -53.5% | -41.6% |
| YTD | -11.2% | +33.2% | -44.4% | -21.9% |
| 1Y | +23.9% | +40.6% | -16.7% | +6.9% |
| 3Y | +225.1% | +83.3% | +141.8% | +149.6% |
| 5Y | +7.7% | +97.7% | -90.0% | -22.9% |
| All | +7.7% | +99.5% | -91.8% | -22.9% |
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