+270.3%
ALLE vs PFG
+274.2%
-3.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | -0.2% | +5.5% | -5.8% | -2.9% |
| 30D | -6.8% | +2.4% | -9.2% | -8.0% |
| 3M | +21.0% | +13.6% | +7.5% | +13.3% |
| 6M | +1.1% | +27.9% | -26.8% | -10.6% |
| YTD | -0.5% | +35.6% | -36.1% | -14.7% |
| 1Y | -7.3% | +48.5% | -55.7% | -24.1% |
| 3Y | +42.3% | +66.9% | -24.6% | +8.1% |
| 5Y | +13.5% | +111.0% | -97.5% | -24.1% |
| 10Y | +144.0% | +244.5% | -100.5% | +16.7% |
| All | +270.3% | +274.2% | -3.9% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling