+21.4%
ALC vs PFG
+188.2%
-166.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -3.7% | +6.0% | -9.7% | -5.6% |
| 30D | -3.7% | +2.2% | -6.0% | -4.6% |
| 3M | +4.6% | +10.4% | -5.8% | +0.8% |
| 6M | -14.6% | +27.8% | -42.4% | -21.6% |
| YTD | -11.9% | +33.6% | -45.5% | -20.5% |
| 1Y | -13.1% | +49.3% | -62.4% | -24.6% |
| 3Y | -15.0% | +69.7% | -84.7% | -30.2% |
| 5Y | -16.2% | +111.3% | -127.5% | -36.7% |
| All | +21.4% | +188.2% | -166.8% | -25.5% |
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