-58.0%
ALHC vs PFG
+131.9%
-189.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.5% |
| 7D | +3.9% | +2.3% | +1.6% | +3.1% |
| 30D | -3.6% | +7.6% | -11.2% | -6.1% |
| 3M | -49.4% | +2.5% | -51.9% | -49.9% |
| 6M | -59.5% | +16.6% | -76.1% | -61.7% |
| YTD | -63.2% | +34.1% | -97.2% | -66.9% |
| 1Y | -55.5% | +44.1% | -99.5% | -60.9% |
| 3Y | +23.0% | +86.3% | -63.3% | -5.1% |
| 5Y | -65.7% | +101.6% | -167.3% | -74.5% |
| All | -58.0% | +131.9% | -189.9% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling