+398.1%
AGI vs PFG
+108.9%
+289.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -5.3% | -3.0% | -2.3% | -4.7% |
| 30D | +6.8% | +2.5% | +4.3% | +6.2% |
| 3M | +8.3% | +6.1% | +2.2% | +7.0% |
| 6M | -29.2% | +31.3% | -60.5% | -32.8% |
| YTD | -7.3% | +33.6% | -40.8% | -12.2% |
| 1Y | +8.0% | +48.5% | -40.5% | +0.4% |
| 3Y | +206.6% | +69.6% | +136.9% | +173.6% |
| 5Y | +398.1% | +111.5% | +286.7% | +348.7% |
| All | +398.1% | +108.9% | +289.2% | +348.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling