+123.4%
ALLY vs PFG
+317.4%
-193.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.5% |
| 7D | +3.7% | +5.5% | -1.9% | -0.9% |
| 30D | -2.3% | +2.4% | -4.6% | -4.3% |
| 3M | +3.8% | +13.6% | -9.8% | -7.0% |
| 6M | +9.7% | +27.9% | -18.2% | -10.5% |
| YTD | -1.4% | +35.6% | -37.0% | -23.5% |
| 1Y | +8.2% | +48.5% | -40.2% | -22.1% |
| 3Y | +66.5% | +66.9% | -0.4% | +8.6% |
| 5Y | +1.2% | +111.0% | -109.8% | -44.4% |
| 10Y | +191.4% | +244.5% | -53.1% | +4.8% |
| All | +123.4% | +317.4% | -193.9% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling