+120.4%
AS vs PFG
+63.8%
+56.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.5% |
| 7D | -4.9% | +5.5% | -10.4% | -8.3% |
| 30D | -19.6% | +2.4% | -22.0% | -21.0% |
| 3M | -14.4% | +13.6% | -28.0% | -21.8% |
| 6M | -20.1% | +27.9% | -48.0% | -32.5% |
| YTD | -20.9% | +35.6% | -56.5% | -35.9% |
| 1Y | -21.9% | +48.5% | -70.3% | -40.7% |
| All | +120.4% | +63.8% | +56.6% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling