+637.1%
ALK vs PFG
+960.1%
-323.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.5% |
| 7D | +9.0% | -0.6% | +9.7% | +9.5% |
| 30D | -1.6% | +2.0% | -3.6% | -2.4% |
| 3M | -23.2% | -3.2% | -20.0% | -22.0% |
| 6M | -3.9% | +10.9% | -14.8% | -9.0% |
| YTD | -22.6% | +28.8% | -51.4% | -31.7% |
| 1Y | -5.3% | +39.2% | -44.5% | -19.3% |
| 3Y | +18.6% | +75.0% | -56.5% | -9.0% |
| 5Y | -34.4% | +91.9% | -126.3% | -51.8% |
| 10Y | -40.8% | +202.3% | -243.1% | -64.4% |
| All | +637.1% | +960.1% | -323.1% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling