+93.1%
ALLE vs PFG
+82.7%
+10.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +3.6% | +2.4% | +1.2% | +2.6% |
| 30D | +25.9% | +5.9% | +20.0% | +23.3% |
| 3M | +15.8% | -0.4% | +16.2% | +15.7% |
| 6M | +48.1% | +14.8% | +33.2% | +39.3% |
| YTD | +22.0% | +31.9% | -10.0% | +7.8% |
| 1Y | +18.0% | +38.8% | -20.8% | +2.1% |
| 3Y | +93.1% | +82.4% | +10.7% | +37.8% |
| All | +93.1% | +82.7% | +10.4% | +37.8% |
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