+33.0%
ALB vs PFG
+195.4%
-162.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.6% |
| 7D | +5.3% | +3.0% | +2.3% | +3.0% |
| 30D | -6.3% | +8.2% | -14.4% | -11.3% |
| 3M | -27.4% | +2.7% | -30.1% | -29.5% |
| 6M | -53.1% | +17.2% | -70.3% | -58.7% |
| YTD | -32.3% | +34.8% | -67.1% | -46.3% |
| 1Y | -7.3% | +43.6% | -50.9% | -29.6% |
| 3Y | -14.9% | +85.4% | -100.4% | -45.2% |
| 5Y | -62.0% | +102.2% | -164.2% | -76.5% |
| 10Y | +33.0% | +190.2% | -157.2% | -37.9% |
| All | +33.0% | +195.4% | -162.4% | -37.9% |
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