+69.8%
PFG vs ACM
-21.7%
+91.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +5.5% | -3.7% | +9.3% | +6.8% |
| 30D | +2.4% | -11.1% | +13.5% | +6.1% |
| 3M | +13.6% | -8.0% | +21.6% | +15.9% |
| 6M | +27.9% | -29.7% | +57.5% | +45.0% |
| YTD | +35.6% | -29.4% | +64.9% | +52.4% |
| 1Y | +48.5% | -46.4% | +94.9% | +87.7% |
| All | +69.8% | -21.7% | +91.5% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling