+337.4%
AGI vs PFG
+251.1%
+86.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | +7.2% | +2.9% | +4.4% | +7.1% |
| 3M | +4.3% | +6.7% | -2.5% | +4.0% |
| 6M | -27.1% | +33.8% | -60.9% | -27.8% |
| YTD | -6.6% | +35.0% | -41.6% | -7.5% |
| 1Y | +9.5% | +46.4% | -36.9% | +8.3% |
| 3Y | +208.4% | +71.7% | +136.8% | +203.7% |
| 5Y | +401.6% | +113.7% | +287.9% | +400.3% |
| All | +337.4% | +251.1% | +86.3% | +296.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling