+565.0%
AG vs PFGC
+419.1%
+145.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | +1.0% | -2.2% | +3.2% | +1.4% |
| 30D | +19.2% | -11.9% | +31.1% | +21.7% |
| 3M | +6.2% | +5.0% | +1.2% | +4.9% |
| 6M | -26.7% | +8.6% | -35.3% | -27.9% |
| YTD | +26.1% | +9.7% | +16.4% | +23.6% |
| 1Y | +131.7% | -6.3% | +137.9% | +132.7% |
| 3Y | +255.3% | +58.2% | +197.1% | +225.7% |
| 5Y | +61.9% | +110.4% | -48.5% | +40.5% |
| 10Y | +72.0% | +272.8% | -200.7% | +43.8% |
| All | +565.0% | +419.1% | +145.9% | +400.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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