+33.9%
ALNY vs PFG
+111.0%
-77.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +11.0% | +2.9% | +8.2% | +9.6% |
| 3M | -14.1% | +6.7% | -20.8% | -16.7% |
| 6M | -22.4% | +33.8% | -56.2% | -31.7% |
| YTD | -37.5% | +35.0% | -72.4% | -45.3% |
| 1Y | -46.9% | +46.4% | -93.3% | -55.4% |
| 3Y | +22.1% | +71.7% | -49.6% | -6.2% |
| All | +33.9% | +111.0% | -77.1% | -9.3% |
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