+400.4%
ALAB vs PFG
+54.0%
+346.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.3% | +10.5% |
| 7D | +7.2% | +5.5% | +1.7% | +4.4% |
| 30D | -2.5% | +2.4% | -4.9% | -3.7% |
| 3M | -13.3% | +13.6% | -26.9% | -19.7% |
| 6M | +172.8% | +27.9% | +144.9% | +135.3% |
| YTD | +86.6% | +35.6% | +51.0% | +54.9% |
| 1Y | +65.2% | +48.5% | +16.7% | +29.3% |
| All | +400.4% | +54.0% | +346.4% | +290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling