-52.4%
ALHC vs PFG
+46.8%
-99.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +4.1% | +6.0% | +7.4% |
| 7D | -0.5% | +4.9% | -5.4% | -3.3% |
| 30D | -4.2% | +5.7% | -9.9% | -7.3% |
| 3M | -39.8% | +2.6% | -42.4% | -40.8% |
| 6M | -57.7% | +19.8% | -77.5% | -62.9% |
| YTD | -58.8% | +36.3% | -95.1% | -66.3% |
| 1Y | -52.4% | +47.9% | -100.3% | -62.5% |
| All | -52.4% | +46.8% | -99.2% | -62.5% |
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