+53.1%
AIG vs PFGC
+110.3%
-57.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | -4.8% | +3.6% | +0.5% |
| 30D | -1.1% | -12.5% | +11.5% | +3.4% |
| 3M | +0.7% | -9.7% | +10.4% | +4.0% |
| 6M | -2.2% | +7.0% | -9.2% | -5.1% |
| YTD | -10.8% | +4.5% | -15.3% | -13.4% |
| 1Y | -2.0% | -11.6% | +9.6% | +1.0% |
| 3Y | +34.8% | +58.5% | -23.7% | +9.2% |
| All | +53.1% | +110.3% | -57.2% | +7.2% |
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