-36.8%
ALK vs PFG
+246.6%
-283.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.8% |
| 7D | -0.7% | +5.5% | -6.2% | -5.2% |
| 30D | -19.2% | +2.4% | -21.6% | -21.0% |
| 3M | -1.5% | +13.6% | -15.1% | -12.0% |
| 6M | -13.1% | +27.9% | -40.9% | -28.9% |
| YTD | -16.4% | +35.6% | -52.0% | -34.9% |
| 1Y | -33.1% | +48.5% | -81.5% | -51.6% |
| 3Y | +0.6% | +66.9% | -66.2% | -33.6% |
| 5Y | -26.4% | +111.0% | -137.3% | -60.6% |
| All | -36.8% | +246.6% | -283.4% | -79.0% |
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