+672.3%
AU vs PFG
+251.1%
+421.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -4.3% | -0.4% | -3.8% | -4.2% |
| 30D | +7.3% | +2.9% | +4.4% | +7.1% |
| 3M | +26.3% | +6.7% | +19.6% | +25.7% |
| 6M | +1.8% | +33.8% | -32.0% | -0.3% |
| YTD | +26.8% | +35.0% | -8.1% | +24.2% |
| 1Y | +66.7% | +46.4% | +20.3% | +62.6% |
| 3Y | +579.1% | +71.7% | +507.4% | +555.5% |
| 5Y | +689.3% | +113.7% | +575.6% | +665.8% |
| All | +672.3% | +251.1% | +421.2% | +493.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling