-5.3%
ALC vs PFG
+37.6%
-42.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | -1.1% | +2.4% | -3.5% | -2.0% |
| 30D | +16.0% | +5.9% | +10.2% | +13.8% |
| 3M | +0.8% | -0.4% | +1.3% | +0.9% |
| 6M | +16.8% | +14.8% | +2.0% | +9.3% |
| YTD | -5.5% | +31.9% | -37.4% | -17.7% |
| 1Y | -5.3% | +38.8% | -44.1% | -19.2% |
| All | -5.3% | +37.6% | -42.9% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling