+85.2%
AZO vs PFG
+111.0%
-25.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -3.6% | -0.4% | -3.1% | -3.5% |
| 30D | -5.6% | +2.9% | -8.4% | -6.2% |
| 3M | -6.6% | +6.7% | -13.4% | -8.2% |
| 6M | -22.5% | +33.8% | -56.3% | -27.6% |
| YTD | -15.2% | +35.0% | -50.1% | -21.1% |
| 1Y | -33.9% | +46.4% | -80.3% | -39.8% |
| 3Y | +11.8% | +71.7% | -59.8% | -3.9% |
| All | +85.2% | +111.0% | -25.7% | +47.7% |
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 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