+267.2%
ALAB vs PFG
+49.1%
+218.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | +26.9% | +0.1% | +26.8% | +26.9% |
| 30D | -30.0% | +5.0% | -35.0% | -31.1% |
| 3M | -28.5% | +0.1% | -28.6% | -28.7% |
| 6M | +11.4% | +13.8% | -2.3% | +2.5% |
| YTD | +36.9% | +31.2% | +5.7% | +15.4% |
| 1Y | +44.4% | +37.1% | +7.3% | +18.6% |
| All | +267.2% | +49.1% | +218.1% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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