+64.2%
AIG vs PFGC
+292.9%
-228.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -1.2% | -4.8% | +3.6% | +0.6% |
| 30D | -1.1% | -12.5% | +11.5% | +3.9% |
| 3M | +0.7% | -9.7% | +10.4% | +4.3% |
| 6M | -2.2% | +7.0% | -9.2% | -5.4% |
| YTD | -10.8% | +4.5% | -15.3% | -13.6% |
| 1Y | -2.0% | -11.6% | +9.6% | +1.0% |
| 3Y | +34.8% | +58.5% | -23.7% | +9.2% |
| 5Y | +55.0% | +112.6% | -57.5% | +8.4% |
| All | +64.2% | +292.9% | -228.7% | -4.1% |
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