-13.1%
ALC vs PFG
+48.9%
-62.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -3.7% | +6.0% | -9.7% | -5.4% |
| 30D | -3.7% | +2.2% | -6.0% | -4.4% |
| 3M | +4.6% | +10.4% | -5.8% | +0.6% |
| 6M | -14.6% | +27.8% | -42.4% | -22.3% |
| YTD | -11.9% | +33.6% | -45.5% | -21.1% |
| 1Y | -13.1% | +49.3% | -62.4% | -23.8% |
| All | -13.1% | +48.9% | -62.1% | -23.8% |
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