+384.7%
AGI vs PFGC
+110.3%
+274.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.7% | -4.8% | +2.0% | -2.1% |
| 30D | +7.2% | -12.5% | +19.8% | +9.2% |
| 3M | +4.3% | -9.7% | +14.0% | +5.6% |
| 6M | -27.1% | +7.0% | -34.1% | -27.8% |
| YTD | -6.6% | +4.5% | -11.1% | -7.6% |
| 1Y | +9.5% | -11.6% | +21.1% | +10.7% |
| 3Y | +208.4% | +58.5% | +150.0% | +182.3% |
| All | +384.7% | +110.3% | +274.4% | +325.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling