-29.5%
ALB vs PFG
+70.7%
-100.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.3% |
| 7D | -8.1% | +5.5% | -13.6% | -12.3% |
| 30D | +6.3% | +2.4% | +3.9% | +3.8% |
| 3M | -23.6% | +13.6% | -37.2% | -32.2% |
| 6M | -24.6% | +27.9% | -52.5% | -40.3% |
| YTD | -10.3% | +35.6% | -45.8% | -33.3% |
| 1Y | +61.5% | +48.5% | +13.0% | +9.3% |
| All | -29.5% | +70.7% | -100.3% | -62.2% |
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