+264.0%
AG vs PFG
+265.3%
-1.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -4.9% |
| 7D | -6.0% | +0.1% | -6.2% | -6.1% |
| 30D | -14.3% | +5.0% | -19.3% | -15.2% |
| 3M | -26.9% | +0.1% | -27.0% | -27.0% |
| 6M | -42.1% | +13.8% | -55.9% | -44.1% |
| YTD | -15.9% | +31.2% | -47.1% | -21.5% |
| 1Y | +11.5% | +37.1% | -25.6% | +3.1% |
| 3Y | +208.0% | +80.6% | +127.4% | +165.5% |
| 5Y | +2.4% | +93.7% | -91.3% | -14.1% |
| 10Y | +77.0% | +185.5% | -108.5% | +26.3% |
| All | +264.0% | +265.3% | -1.3% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling