+92.4%
PFG vs ACM
-2.7%
+95.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | +5.4% | -6.0% | -2.9% |
| 30D | +2.0% | +15.1% | -13.1% | -4.2% |
| 3M | -3.2% | -10.5% | +7.3% | +1.0% |
| 6M | +10.9% | -19.7% | +30.6% | +21.2% |
| YTD | +28.8% | -28.8% | +57.7% | +48.6% |
| 1Y | +39.2% | -47.9% | +87.0% | +90.6% |
| 3Y | +75.0% | -12.4% | +87.4% | +66.3% |
| All | +92.4% | -2.7% | +95.2% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling