+185.5%
PFG vs ALM
+1,942.8%
-1,757.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | +0.1% | -4.0% | +4.2% | +0.3% |
| 30D | +5.0% | -30.5% | +35.5% | +6.2% |
| 3M | +0.1% | -46.9% | +47.0% | +2.0% |
| 6M | +13.8% | -65.5% | +79.3% | +17.3% |
| YTD | +31.2% | -13.4% | +44.6% | +30.2% |
| 1Y | +37.1% | +9.8% | +27.3% | +34.6% |
| 3Y | +80.6% | +783.1% | -702.5% | +61.4% |
| 5Y | +93.7% | +378.3% | -284.6% | +74.3% |
| All | +185.5% | +1,942.8% | -1,757.4% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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