+685.3%
AU vs PFG
+108.9%
+576.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.5% |
| 7D | -7.0% | -3.0% | -4.0% | -6.3% |
| 30D | +7.3% | +2.5% | +4.8% | +6.6% |
| 3M | +33.2% | +6.1% | +27.1% | +31.3% |
| 6M | -0.6% | +31.3% | -31.9% | -6.7% |
| YTD | +26.2% | +33.6% | -7.4% | +18.1% |
| 1Y | +68.3% | +48.5% | +19.7% | +54.4% |
| 3Y | +592.1% | +69.6% | +522.5% | +507.1% |
| 5Y | +685.3% | +111.5% | +573.8% | +605.0% |
| All | +685.3% | +108.9% | +576.3% | +605.0% |
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