-2.0%
AIG vs PFG
+49.5%
-51.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -1.2% | -0.4% | -0.7% | -1.0% |
| 30D | -1.1% | +2.9% | -3.9% | -2.2% |
| 3M | +0.7% | +6.7% | -6.0% | -2.1% |
| 6M | -2.2% | +33.8% | -35.9% | -12.3% |
| YTD | -10.8% | +35.0% | -45.8% | -20.6% |
| 1Y | -2.0% | +46.4% | -48.4% | -15.4% |
| All | -2.0% | +49.5% | -51.5% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling