+332.9%
AG vs PFGC
+485.1%
-152.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -10.0% | +3.4% | -13.4% | -10.5% |
| 30D | -10.5% | +16.9% | -27.4% | -12.9% |
| 3M | -27.3% | +6.4% | -33.7% | -28.1% |
| 6M | -43.0% | +16.0% | -59.0% | -44.6% |
| YTD | -17.9% | +23.6% | -41.5% | -21.2% |
| 1Y | +11.9% | +16.6% | -4.7% | +8.4% |
| 3Y | +201.8% | +82.3% | +119.5% | +170.2% |
| 5Y | -0.1% | +138.7% | -138.8% | -15.1% |
| 10Y | +72.7% | +352.8% | -280.1% | +40.5% |
| All | +332.9% | +485.1% | -152.2% | +219.0% |
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