+83.0%
ALB vs PFG
+239.4%
-156.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.5% |
| 7D | -4.4% | +6.0% | -10.4% | -8.5% |
| 30D | -1.2% | +2.2% | -3.4% | -3.1% |
| 3M | -13.3% | +10.4% | -23.7% | -19.8% |
| 6M | -19.8% | +27.8% | -47.5% | -33.3% |
| YTD | -7.9% | +33.6% | -41.6% | -26.0% |
| 1Y | +60.2% | +49.3% | +10.9% | +19.0% |
| 3Y | -26.4% | +69.7% | -96.2% | -49.3% |
| 5Y | -42.5% | +111.3% | -153.9% | -65.2% |
| 10Y | +83.0% | +240.3% | -157.3% | -28.6% |
| All | +83.0% | +239.4% | -156.4% | -28.6% |
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