+337.4%
AGI vs PFGC
+292.9%
+44.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -2.7% | -4.8% | +2.0% | -2.6% |
| 30D | +7.2% | -12.5% | +19.8% | +7.7% |
| 3M | +4.3% | -9.7% | +14.0% | +4.6% |
| 6M | -27.1% | +7.0% | -34.1% | -27.2% |
| YTD | -6.6% | +4.5% | -11.1% | -6.8% |
| 1Y | +9.5% | -11.6% | +21.1% | +9.8% |
| 3Y | +208.4% | +58.5% | +150.0% | +203.7% |
| 5Y | +401.6% | +112.6% | +289.1% | +391.6% |
| All | +337.4% | +292.9% | +44.5% | +349.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling