-12.4%
ALLY vs PFG
+10.8%
-23.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.8% |
| 7D | +0.9% | -0.6% | +1.6% | +1.2% |
| 30D | +3.1% | +2.0% | +1.1% | +2.2% |
| 3M | -12.6% | -3.2% | -9.4% | -11.4% |
| 6M | -12.4% | +10.9% | -23.4% | -22.7% |
| All | -12.4% | +10.8% | -23.3% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling