-46.6%
ALK vs PFG
+182.5%
-229.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -3.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +3.3% | +5.0% | -1.7% | -0.2% |
| 3M | -17.6% | +0.1% | -17.6% | -17.7% |
| 6M | +0.8% | +13.8% | -13.0% | -9.7% |
| YTD | -22.4% | +31.2% | -53.6% | -37.8% |
| 1Y | -10.1% | +37.1% | -47.1% | -30.2% |
| 3Y | +14.0% | +80.6% | -66.6% | -29.1% |
| 5Y | -29.8% | +93.7% | -123.5% | -59.7% |
| All | -46.6% | +182.5% | -229.1% | -79.7% |
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