+236.1%
ALNY vs PFG
+251.1%
-15.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +11.0% | +2.9% | +8.2% | +9.9% |
| 3M | -14.1% | +6.7% | -20.8% | -16.1% |
| 6M | -22.4% | +33.8% | -56.2% | -29.4% |
| YTD | -37.5% | +35.0% | -72.4% | -43.3% |
| 1Y | -46.9% | +46.4% | -93.3% | -53.2% |
| 3Y | +22.1% | +71.7% | -49.6% | +1.4% |
| 5Y | +31.2% | +113.7% | -82.5% | +1.9% |
| All | +236.1% | +251.1% | -15.0% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling