-67.3%
ALHC vs PFG
+92.7%
-160.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +0.3% | +2.4% | -2.1% | -0.8% |
| 30D | -10.6% | +5.9% | -16.4% | -12.4% |
| 3M | -45.3% | -0.4% | -44.9% | -45.2% |
| 6M | -59.7% | +14.8% | -74.6% | -61.9% |
| YTD | -62.7% | +31.9% | -94.7% | -66.5% |
| 1Y | -56.1% | +38.8% | -94.9% | -61.4% |
| 3Y | +21.3% | +82.4% | -61.1% | -8.6% |
| All | -67.3% | +92.7% | -160.0% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling