+959.1%
AGI vs PFGC
+409.4%
+549.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.4% |
| 7D | +4.4% | -2.4% | +6.8% | +4.5% |
| 30D | +10.0% | -15.8% | +25.7% | +10.5% |
| 3M | +1.7% | -0.6% | +2.3% | +1.8% |
| 6M | -26.8% | +10.7% | -37.5% | -27.0% |
| YTD | -5.3% | +7.6% | -13.0% | -5.6% |
| 1Y | +11.5% | -7.8% | +19.3% | +11.6% |
| 3Y | +212.9% | +63.7% | +149.2% | +208.0% |
| 5Y | +388.8% | +112.3% | +276.5% | +378.8% |
| 10Y | +383.6% | +286.7% | +96.9% | +397.0% |
| All | +959.1% | +409.4% | +549.6% | +934.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling