+142.7%
ALHC vs PFG
+70.7%
+71.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -0.6% | +5.5% | -6.1% | -2.2% |
| 30D | -1.0% | +2.4% | -3.4% | -1.8% |
| 3M | -10.2% | +13.6% | -23.7% | -13.4% |
| 6M | -28.3% | +27.9% | -56.2% | -33.1% |
| YTD | -31.4% | +35.6% | -67.0% | -36.7% |
| 1Y | -16.9% | +48.5% | -65.4% | -24.7% |
| All | +142.7% | +70.7% | +71.9% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling