-0.1%
ALLY vs PFG
+41.5%
-41.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.3% |
| 7D | -2.8% | -2.2% | -0.5% | -1.5% |
| 30D | +1.9% | +6.4% | -4.5% | -1.9% |
| 3M | -12.1% | +2.2% | -14.4% | -13.5% |
| 6M | -9.0% | +16.3% | -25.3% | -19.0% |
| YTD | -12.9% | +33.2% | -46.2% | -30.0% |
| 1Y | -0.1% | +40.6% | -40.7% | -23.4% |
| All | -0.1% | +41.5% | -41.6% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling