+1,297.2%
ALB vs PFG
+1,003.0%
+294.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -1.9% |
| 7D | +9.5% | +2.3% | +7.2% | +8.2% |
| 30D | -2.1% | +7.6% | -9.7% | -5.4% |
| 3M | -24.1% | +2.5% | -26.7% | -25.5% |
| 6M | -51.0% | +16.6% | -67.6% | -54.7% |
| YTD | -29.3% | +34.1% | -63.4% | -38.8% |
| 1Y | +3.2% | +44.1% | -40.9% | -13.4% |
| 3Y | -9.3% | +86.3% | -95.6% | -31.0% |
| 5Y | -61.6% | +101.6% | -163.2% | -71.3% |
| 10Y | +40.8% | +197.9% | -157.1% | -12.7% |
| All | +1,297.2% | +1,003.0% | +294.2% | +344.0% |
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