+5,381.0%
AGI vs PFG
+678.9%
+4,702.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +4.4% | +6.0% | -1.6% | +4.0% |
| 30D | +10.0% | +2.2% | +7.7% | +9.8% |
| 3M | +1.7% | +10.4% | -8.6% | +1.0% |
| 6M | -26.8% | +27.8% | -54.6% | -28.0% |
| YTD | -5.3% | +33.6% | -39.0% | -7.2% |
| 1Y | +11.5% | +49.3% | -37.8% | +8.5% |
| 3Y | +212.9% | +69.7% | +143.2% | +201.1% |
| 5Y | +388.8% | +111.3% | +277.4% | +363.2% |
| 10Y | +383.6% | +240.3% | +143.3% | +335.4% |
| All | +5,381.0% | +678.9% | +4,702.0% | +4,255.1% |
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