+31.6%
ALC vs PFG
+177.9%
-146.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | +4.9% | -0.6% | +5.5% | +5.2% |
| 30D | +19.0% | +2.0% | +16.9% | +18.2% |
| 3M | +7.8% | -3.2% | +10.9% | +8.8% |
| 6M | +14.6% | +10.9% | +3.6% | +10.3% |
| YTD | -4.4% | +28.8% | -33.3% | -12.7% |
| 1Y | +1.4% | +39.2% | -37.8% | -9.8% |
| 3Y | +2.5% | +75.0% | -72.5% | -16.6% |
| 5Y | -10.9% | +91.9% | -102.8% | -30.5% |
| All | +31.6% | +177.9% | -146.3% | -18.3% |
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