+240.3%
PFG vs ALM
+3,219.4%
-2,979.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.2% | -1.7% |
| 7D | +6.0% | +8.4% | -2.4% | +5.7% |
| 30D | +2.2% | +34.8% | -32.6% | +1.0% |
| 3M | +10.4% | +16.2% | -5.9% | +9.4% |
| 6M | +27.8% | +2.1% | +25.6% | +26.6% |
| YTD | +33.6% | +117.0% | -83.4% | +28.7% |
| 1Y | +49.3% | +313.9% | -264.6% | +40.1% |
| 3Y | +69.7% | +2,327.9% | -2,258.2% | +46.5% |
| 5Y | +111.3% | +1,040.6% | -929.3% | +85.1% |
| 10Y | +240.3% | +3,219.4% | -2,979.2% | +198.3% |
| All | +240.3% | +3,219.4% | -2,979.2% | +198.3% |
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