+695.7%
ALK vs PFG
+1,015.3%
-319.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.3% |
| 7D | -0.7% | +5.5% | -6.2% | -3.5% |
| 30D | -19.2% | +2.4% | -21.6% | -20.3% |
| 3M | -1.5% | +13.6% | -15.1% | -8.0% |
| 6M | -13.1% | +27.9% | -40.9% | -23.0% |
| YTD | -16.4% | +35.6% | -52.0% | -28.1% |
| 1Y | -33.1% | +48.5% | -81.5% | -45.0% |
| 3Y | +0.6% | +66.9% | -66.2% | -21.1% |
| 5Y | -26.4% | +111.0% | -137.3% | -48.4% |
| 10Y | -34.2% | +244.5% | -278.6% | -62.7% |
| All | +695.7% | +1,015.3% | -319.6% | +126.7% |
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 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