-47.4%
ALK vs PFG
+184.0%
-231.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.9% |
| 7D | -1.2% | +2.4% | -3.6% | -2.9% |
| 30D | +7.7% | +5.9% | +1.8% | +3.3% |
| 3M | -19.0% | -0.4% | -18.5% | -18.8% |
| 6M | -0.2% | +14.8% | -15.1% | -11.3% |
| YTD | -23.5% | +31.9% | -55.4% | -39.0% |
| 1Y | -9.1% | +38.8% | -47.9% | -30.2% |
| 3Y | +12.0% | +82.4% | -70.4% | -30.9% |
| 5Y | -30.9% | +94.7% | -125.6% | -60.5% |
| All | -47.4% | +184.0% | -231.3% | -80.1% |
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