+373.5%
PFG vs ALM
+3,798.4%
-3,424.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.1% | -4.0% | +4.0% |
| 7D | +2.3% | +0.7% | +1.5% | +2.3% |
| 30D | +7.6% | -26.1% | +33.7% | +7.7% |
| 3M | +2.5% | -38.1% | +40.6% | +2.7% |
| 6M | +16.6% | -55.4% | +72.0% | +16.9% |
| YTD | +34.1% | -0.4% | +34.5% | +33.9% |
| 1Y | +44.1% | +25.4% | +18.7% | +43.8% |
| 3Y | +86.3% | +907.8% | -821.5% | +84.5% |
| 5Y | +101.6% | +440.2% | -338.6% | +99.7% |
| 10Y | +197.9% | +2,031.1% | -1,833.3% | +194.1% |
| All | +373.5% | +3,798.4% | -3,424.9% | +362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling