+197.9%
PFG vs ACM
+147.1%
+50.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.2% | +1.0% |
| 7D | +2.3% | +6.9% | -4.6% | -1.5% |
| 30D | +7.6% | +19.1% | -11.5% | -2.7% |
| 3M | +2.5% | -6.9% | +9.5% | +5.4% |
| 6M | +16.6% | -12.0% | +28.6% | +22.2% |
| YTD | +34.1% | -25.1% | +59.2% | +53.1% |
| 1Y | +44.1% | -45.4% | +89.5% | +99.0% |
| 3Y | +86.3% | -6.9% | +93.2% | +77.2% |
| 5Y | +101.6% | +3.7% | +97.8% | +76.1% |
| 10Y | +197.9% | +135.8% | +62.1% | +61.2% |
| All | +197.9% | +147.1% | +50.8% | +61.2% |
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