+186.9%
PFG vs ACM
+132.6%
+54.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.2% |
| 7D | +2.4% | +5.6% | -3.3% | -0.9% |
| 30D | +5.9% | +20.8% | -15.0% | -5.3% |
| 3M | -0.4% | +11.4% | -11.9% | -7.3% |
| 6M | +14.8% | +0.9% | +13.9% | +11.4% |
| YTD | +31.9% | -24.8% | +56.7% | +50.8% |
| 1Y | +38.8% | -46.4% | +85.2% | +95.7% |
| 3Y | +82.4% | -9.2% | +91.6% | +76.0% |
| 5Y | +94.7% | +5.0% | +89.7% | +67.6% |
| All | +186.9% | +132.6% | +54.3% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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