-9.3%
ALB vs PFG
+84.7%
-94.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -2.9% |
| 7D | +9.5% | +2.3% | +7.2% | +7.4% |
| 30D | -2.1% | +7.6% | -9.7% | -7.5% |
| 3M | -24.1% | +2.5% | -26.7% | -26.4% |
| 6M | -51.0% | +16.6% | -67.6% | -57.8% |
| YTD | -29.3% | +34.1% | -63.4% | -47.0% |
| 1Y | +3.2% | +44.1% | -40.9% | -27.9% |
| 3Y | -9.3% | +86.3% | -95.6% | -62.3% |
| All | -9.3% | +84.7% | -94.0% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling