+97.6%
AGG vs PFG
+624.3%
-526.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | +3.2% | -3.4% | -0.1% |
| 30D | -0.2% | +0.9% | -1.2% | -0.2% |
| 3M | -0.7% | +7.7% | -8.4% | -0.6% |
| 6M | -1.8% | +29.0% | -30.7% | -1.5% |
| YTD | -0.6% | +32.5% | -33.0% | -0.3% |
| 1Y | +0.4% | +47.3% | -46.9% | +0.7% |
| 3Y | +13.2% | +68.2% | -55.1% | +13.8% |
| 5Y | -2.0% | +108.5% | -110.4% | -1.1% |
| 10Y | +15.1% | +241.4% | -226.3% | +16.9% |
| All | +97.6% | +624.3% | -526.7% | +105.8% |
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