-42.0%
ALK vs PFG
+189.4%
-231.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.3% |
| 7D | +2.6% | -2.2% | +4.8% | +4.5% |
| 30D | +7.8% | +6.4% | +1.5% | +3.0% |
| 3M | -15.2% | +2.2% | -17.5% | -16.8% |
| 6M | +5.0% | +16.3% | -11.2% | -7.6% |
| YTD | -18.4% | +33.2% | -51.7% | -35.5% |
| 1Y | -2.4% | +40.6% | -43.0% | -25.8% |
| 3Y | +19.8% | +83.3% | -63.6% | -26.4% |
| 5Y | -27.8% | +97.7% | -125.5% | -59.3% |
| 10Y | -42.0% | +189.9% | -231.8% | -78.2% |
| All | -42.0% | +189.4% | -231.3% | -78.2% |
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