+26.2%
ALC vs PFG
+183.0%
-156.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | +14.0% | +5.0% | +9.1% | +12.2% |
| 3M | -2.4% | +0.1% | -2.4% | -2.6% |
| 6M | +12.6% | +13.8% | -1.2% | +7.4% |
| YTD | -8.4% | +31.2% | -39.7% | -16.9% |
| 1Y | -9.1% | +37.1% | -46.2% | -18.8% |
| 3Y | -0.3% | +80.6% | -80.9% | -19.7% |
| 5Y | -9.9% | +93.7% | -103.6% | -30.0% |
| All | +26.2% | +183.0% | -156.9% | -22.2% |
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