+240.3%
PFG vs ACM
+128.0%
+112.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +6.0% | -0.3% | +6.3% | +6.2% |
| 30D | +2.2% | -12.9% | +15.1% | +9.5% |
| 3M | +10.4% | -6.4% | +16.7% | +12.6% |
| 6M | +27.8% | -29.2% | +57.0% | +52.4% |
| YTD | +33.6% | -29.9% | +63.6% | +58.9% |
| 1Y | +49.3% | -47.3% | +96.6% | +108.9% |
| 3Y | +69.7% | -19.6% | +89.4% | +77.5% |
| 5Y | +111.3% | +5.5% | +105.8% | +82.4% |
| 10Y | +240.3% | +129.7% | +110.6% | +89.6% |
| All | +240.3% | +128.0% | +112.3% | +89.6% |
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