-9.0%
ALLY vs PFG
+92.7%
-101.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | +0.4% | +2.4% | -2.0% | -1.8% |
| 30D | +5.2% | +5.9% | -0.6% | -0.1% |
| 3M | -13.3% | -0.4% | -12.9% | -13.5% |
| 6M | -6.7% | +14.8% | -21.5% | -18.6% |
| YTD | -12.8% | +31.9% | -44.7% | -33.3% |
| 1Y | +0.7% | +38.8% | -38.1% | -26.5% |
| 3Y | +65.2% | +82.4% | -17.2% | -9.3% |
| All | -9.0% | +92.7% | -101.7% | -51.9% |
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