+133.7%
AS vs PFG
+58.4%
+75.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | 0.0% |
| 7D | +7.1% | -0.7% | +7.8% | +7.6% |
| 30D | +12.8% | +2.8% | +10.0% | +10.9% |
| 3M | -14.7% | -1.0% | -13.7% | -14.7% |
| 6M | -9.9% | +13.6% | -23.5% | -18.0% |
| YTD | -16.1% | +31.1% | -47.2% | -30.8% |
| 1Y | +0.2% | +43.8% | -43.6% | -22.4% |
| All | +133.7% | +58.4% | +75.4% | +70.1% |
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