+917.5%
AU vs PFG
+999.6%
-82.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -0.3% | +6.0% | -6.3% | -1.2% |
| 30D | +12.8% | +2.2% | +10.6% | +12.3% |
| 3M | +28.5% | +10.4% | +18.1% | +26.2% |
| 6M | +4.8% | +27.8% | -23.0% | +0.6% |
| YTD | +31.0% | +33.6% | -2.7% | +24.7% |
| 1Y | +81.4% | +49.3% | +32.1% | +69.7% |
| 3Y | +618.4% | +69.7% | +548.7% | +553.0% |
| 5Y | +686.3% | +111.3% | +575.0% | +582.8% |
| 10Y | +664.5% | +240.3% | +424.2% | +469.8% |
| All | +917.5% | +999.6% | -82.1% | +411.3% |
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