-15.5%
ALC vs PFG
+110.8%
-126.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.6% |
| 7D | -2.1% | +5.5% | -7.6% | -4.2% |
| 30D | -0.1% | +2.4% | -2.5% | -1.1% |
| 3M | +5.9% | +13.6% | -7.7% | +0.5% |
| 6M | -15.9% | +27.9% | -43.8% | -23.8% |
| YTD | -10.1% | +35.6% | -45.7% | -20.5% |
| 1Y | -10.2% | +48.5% | -58.7% | -23.5% |
| 3Y | -13.6% | +66.9% | -80.4% | -30.8% |
| All | -15.5% | +110.8% | -126.3% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling