+123.4%
AS vs PFG
+59.4%
+64.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | -4.9% | +2.4% | -7.2% | -6.2% |
| 30D | +3.9% | +5.9% | -2.0% | +0.4% |
| 3M | -9.6% | -0.4% | -9.2% | -9.8% |
| 6M | -8.7% | +14.8% | -23.5% | -17.4% |
| YTD | -19.8% | +31.9% | -51.8% | -34.1% |
| 1Y | -1.5% | +38.8% | -40.4% | -21.9% |
| All | +123.4% | +59.4% | +64.0% | +61.9% |
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