+96.8%
ALLY vs PFG
+296.7%
-199.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.4% |
| 7D | +0.9% | -0.6% | +1.6% | +1.4% |
| 30D | +3.1% | +2.0% | +1.1% | +1.4% |
| 3M | -12.6% | -3.2% | -9.4% | -10.7% |
| 6M | -12.4% | +10.9% | -23.4% | -20.1% |
| YTD | -13.2% | +28.8% | -42.0% | -30.0% |
| 1Y | +1.8% | +39.2% | -37.3% | -22.8% |
| 3Y | +58.0% | +75.0% | -17.1% | -1.1% |
| 5Y | -8.4% | +91.9% | -100.4% | -45.9% |
| 10Y | +195.3% | +202.3% | -7.1% | +15.5% |
| All | +96.8% | +296.7% | -199.9% | -32.7% |
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 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