+13.6%
ALLE vs PFG
+40.5%
-26.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -0.6% | -0.6% | +0.1% | -0.3% |
| 30D | +25.3% | +2.0% | +23.3% | +24.9% |
| 3M | +10.3% | -3.2% | +13.5% | +10.9% |
| 6M | +38.0% | +10.9% | +27.1% | +32.6% |
| YTD | +17.8% | +28.8% | -11.1% | +6.9% |
| 1Y | +13.6% | +39.2% | -25.6% | +1.0% |
| All | +13.6% | +40.5% | -26.9% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling