-53.3%
ALHC vs PFG
+41.5%
-94.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.0% |
| 7D | -5.5% | -2.2% | -3.3% | -3.9% |
| 30D | -4.9% | +6.4% | -11.3% | -8.2% |
| 3M | -41.7% | +2.2% | -44.0% | -42.5% |
| 6M | -55.2% | +16.3% | -71.4% | -59.9% |
| YTD | -61.1% | +33.2% | -94.3% | -68.0% |
| 1Y | -53.3% | +40.6% | -93.9% | -62.5% |
| All | -53.3% | +41.5% | -94.9% | -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