+71.7%
AIG vs PFGC
+409.4%
-337.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | -1.6% | -2.4% | +0.8% | -0.7% |
| 30D | -5.2% | -15.8% | +10.6% | +0.7% |
| 3M | +1.5% | -0.6% | +2.0% | +1.4% |
| 6M | -3.9% | +10.7% | -14.6% | -8.1% |
| YTD | -11.6% | +7.6% | -19.2% | -15.1% |
| 1Y | -2.9% | -7.8% | +4.9% | -1.5% |
| 3Y | +33.7% | +63.7% | -30.0% | +8.0% |
| 5Y | +52.7% | +112.3% | -59.6% | +8.6% |
| 10Y | +62.6% | +286.7% | -224.1% | -5.9% |
| All | +71.7% | +409.4% | -337.7% | -2.4% |
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