+180.8%
ALLY vs PFG
+239.4%
-58.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.1% |
| 7D | +1.0% | +6.0% | -5.0% | -4.0% |
| 30D | -3.3% | +2.2% | -5.5% | -5.3% |
| 3M | +0.5% | +10.4% | -9.9% | -8.3% |
| 6M | +12.6% | +27.8% | -15.2% | -9.2% |
| YTD | -4.7% | +33.6% | -38.3% | -26.2% |
| 1Y | +5.2% | +49.3% | -44.1% | -26.0% |
| 3Y | +66.5% | +69.7% | -3.3% | +4.1% |
| 5Y | +0.2% | +111.3% | -111.1% | -47.2% |
| 10Y | +180.8% | +240.3% | -59.5% | -12.2% |
| All | +180.8% | +239.4% | -58.7% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling