+4.1%
ALC vs PFG
+82.7%
-78.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.7% |
| 3M | +0.8% | -0.4% | +1.3% | +0.8% |
| 6M | +16.8% | +14.8% | +2.0% | +10.3% |
| YTD | -5.5% | +31.9% | -37.4% | -15.7% |
| 1Y | -5.3% | +38.8% | -44.1% | -17.1% |
| 3Y | +4.1% | +82.4% | -78.3% | -27.4% |
| All | +4.1% | +82.7% | -78.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling