+23.8%
ALC vs PFG
+192.3%
-168.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.7% |
| 7D | -2.1% | +5.5% | -7.6% | -4.0% |
| 30D | -0.1% | +2.4% | -2.5% | -1.0% |
| 3M | +5.9% | +13.6% | -7.7% | +1.1% |
| 6M | -15.9% | +27.9% | -43.8% | -22.9% |
| YTD | -10.1% | +35.6% | -45.7% | -19.3% |
| 1Y | -10.2% | +48.5% | -58.7% | -22.0% |
| 3Y | -13.6% | +66.9% | -80.4% | -28.6% |
| 5Y | -15.1% | +111.0% | -126.1% | -35.9% |
| All | +23.8% | +192.3% | -168.5% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling