+3,585.7%
ALNY vs PFG
+526.0%
+3,059.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -3.5% | +3.2% | -6.7% | -4.6% |
| 30D | +18.9% | +0.9% | +18.0% | +18.4% |
| 3M | -13.3% | +7.7% | -21.0% | -15.8% |
| 6M | -20.3% | +29.0% | -49.2% | -27.0% |
| YTD | -35.1% | +32.5% | -67.6% | -41.2% |
| 1Y | -46.5% | +47.3% | -93.8% | -53.3% |
| 3Y | +28.1% | +68.2% | -40.1% | +5.7% |
| 5Y | +36.1% | +108.5% | -72.4% | +3.5% |
| 10Y | +269.7% | +241.4% | +28.3% | +119.7% |
| All | +3,585.7% | +526.0% | +3,059.7% | +1,259.6% |
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