+46.9%
ALLE vs PFG
+67.7%
-20.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -0.2% | +5.5% | -5.8% | -2.3% |
| 30D | -6.8% | +2.4% | -9.2% | -7.7% |
| 3M | +21.0% | +13.6% | +7.5% | +14.5% |
| 6M | +1.1% | +27.9% | -26.8% | -9.1% |
| YTD | -0.5% | +35.6% | -36.1% | -12.9% |
| 1Y | -7.3% | +48.5% | -55.7% | -22.2% |
| All | +46.9% | +67.7% | -20.8% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling