+257.4%
PFG vs ACM
+230.8%
+26.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.3% |
| 7D | +5.5% | -3.7% | +9.3% | +8.2% |
| 30D | +2.4% | -11.1% | +13.5% | +9.1% |
| 3M | +13.6% | -8.0% | +21.6% | +17.4% |
| 6M | +27.9% | -29.7% | +57.5% | +56.1% |
| YTD | +35.6% | -29.4% | +64.9% | +63.2% |
| 1Y | +48.5% | -46.4% | +94.9% | +112.5% |
| 3Y | +66.9% | -22.3% | +89.2% | +80.8% |
| 5Y | +111.0% | +4.5% | +106.5% | +82.3% |
| 10Y | +244.5% | +127.6% | +116.9% | +58.7% |
| All | +257.4% | +230.8% | +26.6% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling