+53.1%
AIG vs PFG
+110.9%
-57.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | -1.2% | -0.4% | -0.7% | -0.9% |
| 30D | -1.1% | +2.9% | -3.9% | -3.1% |
| 3M | +0.7% | +6.7% | -6.0% | -3.9% |
| 6M | -2.2% | +33.8% | -35.9% | -19.9% |
| YTD | -10.8% | +35.0% | -45.8% | -27.8% |
| 1Y | -2.0% | +46.4% | -48.4% | -25.3% |
| 3Y | +34.8% | +71.6% | -36.8% | -11.3% |
| All | +53.1% | +110.9% | -57.8% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling