+32.0%
ALC vs PFG
+189.1%
-157.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -1.1% |
| 7D | +2.1% | +2.3% | -0.2% | +1.3% |
| 30D | +17.2% | +7.6% | +9.6% | +14.4% |
| 3M | +4.6% | +2.5% | +2.1% | +3.6% |
| 6M | +20.1% | +16.6% | +3.5% | +13.6% |
| YTD | -4.2% | +34.1% | -38.2% | -13.7% |
| 1Y | +2.1% | +44.1% | -42.0% | -10.3% |
| 3Y | +4.5% | +86.3% | -81.8% | -16.8% |
| 5Y | -12.3% | +101.6% | -113.9% | -32.8% |
| All | +32.0% | +189.1% | -157.1% | -19.2% |
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 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