-21.9%
AS vs PFG
+51.4%
-73.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.2% |
| 7D | -4.9% | +5.5% | -10.4% | -7.3% |
| 30D | -19.6% | +2.4% | -22.0% | -20.5% |
| 3M | -14.4% | +13.6% | -28.0% | -20.3% |
| 6M | -20.1% | +27.9% | -48.0% | -30.7% |
| YTD | -20.9% | +35.6% | -56.5% | -32.5% |
| 1Y | -21.9% | +48.5% | -70.3% | -35.6% |
| All | -21.9% | +51.4% | -73.2% | -35.6% |
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