+4,938.0%
AZO vs PFG
+989.9%
+3,948.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.8% | +3.2% | -4.0% | -1.5% |
| 30D | -5.1% | +0.9% | -6.1% | -5.4% |
| 3M | -7.2% | +7.7% | -14.9% | -8.8% |
| 6M | -20.7% | +29.0% | -49.7% | -25.0% |
| YTD | -14.2% | +32.5% | -46.6% | -19.3% |
| 1Y | -32.2% | +47.3% | -79.5% | -37.7% |
| 3Y | +11.1% | +68.2% | -57.1% | -1.8% |
| 5Y | +87.6% | +108.5% | -20.9% | +56.6% |
| 10Y | +302.9% | +241.4% | +61.6% | +190.6% |
| All | +4,938.0% | +989.9% | +3,948.2% | +2,178.8% |
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