+221.5%
ALLE vs PFG
+203.0%
+18.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.3% | +0.9% |
| 7D | -0.6% | +2.3% | -2.9% | -1.7% |
| 30D | +26.6% | +7.6% | +19.0% | +22.4% |
| 3M | +13.2% | +2.5% | +10.6% | +11.6% |
| 6M | +42.9% | +16.6% | +26.3% | +32.0% |
| YTD | +21.0% | +34.1% | -13.0% | +4.2% |
| 1Y | +15.2% | +44.1% | -28.9% | -4.3% |
| 3Y | +95.6% | +86.3% | +9.3% | +40.9% |
| 5Y | +53.4% | +101.6% | -48.1% | +4.8% |
| 10Y | +221.5% | +197.9% | +23.6% | +60.9% |
| All | +221.5% | +203.0% | +18.5% | +60.9% |
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