+82.4%
PFG vs ALM
+909.2%
-826.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | +0.2% |
| 7D | +2.4% | +1.2% | +1.1% | +2.3% |
| 30D | +5.9% | -19.3% | +25.2% | +6.7% |
| 3M | -0.4% | -40.6% | +40.2% | +1.2% |
| 6M | +14.8% | -57.9% | +72.8% | +18.0% |
| YTD | +31.9% | -6.7% | +38.6% | +29.8% |
| 1Y | +38.8% | +20.2% | +18.6% | +34.8% |
| 3Y | +82.4% | +879.4% | -797.1% | +55.0% |
| All | +82.4% | +909.2% | -826.8% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling