+176.7%
ALLY vs PFG
+189.4%
-12.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.5% |
| 7D | -2.8% | -2.2% | -0.5% | -1.1% |
| 30D | +1.9% | +6.4% | -4.5% | -3.4% |
| 3M | -12.1% | +2.2% | -14.4% | -14.2% |
| 6M | -9.0% | +16.3% | -25.3% | -20.7% |
| YTD | -12.9% | +33.2% | -46.2% | -32.7% |
| 1Y | -0.1% | +40.6% | -40.7% | -26.2% |
| 3Y | +64.6% | +83.3% | -18.8% | -4.0% |
| 5Y | -10.1% | +97.7% | -107.8% | -50.2% |
| 10Y | +176.7% | +189.9% | -13.2% | -2.0% |
| All | +176.7% | +189.4% | -12.7% | -2.0% |
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