-41.0%
ALK vs PFG
+195.4%
-236.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | +12.9% | +3.0% | +10.0% | +10.6% |
| 30D | +5.5% | +8.2% | -2.6% | -0.5% |
| 3M | -12.1% | +2.7% | -14.8% | -14.1% |
| 6M | +1.7% | +17.2% | -15.5% | -11.1% |
| YTD | -17.4% | +34.8% | -52.2% | -35.2% |
| 1Y | -1.9% | +43.6% | -45.5% | -26.7% |
| 3Y | +21.2% | +85.4% | -64.2% | -26.2% |
| 5Y | -27.8% | +102.2% | -130.0% | -60.0% |
| 10Y | -41.0% | +190.2% | -231.2% | -77.8% |
| All | -41.0% | +195.4% | -236.4% | -77.8% |
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