+54.5%
ALLE vs PFG
+99.5%
-45.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.4% |
| 7D | -0.8% | -2.2% | +1.4% | +0.2% |
| 30D | +27.4% | +6.4% | +21.0% | +23.8% |
| 3M | +13.8% | +2.2% | +11.6% | +12.4% |
| 6M | +45.5% | +16.3% | +29.2% | +34.5% |
| YTD | +21.4% | +33.2% | -11.8% | +4.6% |
| 1Y | +15.4% | +40.6% | -25.2% | -3.3% |
| 3Y | +91.7% | +83.3% | +8.4% | +36.5% |
| 5Y | +54.5% | +97.7% | -43.2% | +4.7% |
| All | +54.5% | +99.5% | -45.0% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling