+355.1%
PFG vs ALM
+3,507.4%
-3,152.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.7% |
| 7D | -0.6% | -6.7% | +6.0% | -0.6% |
| 30D | +2.0% | -32.9% | +34.9% | +2.1% |
| 3M | -3.2% | -39.5% | +36.3% | -3.0% |
| 6M | +10.9% | -62.0% | +72.9% | +11.2% |
| YTD | +28.8% | -7.8% | +36.7% | +28.8% |
| 1Y | +39.2% | +26.7% | +12.5% | +38.9% |
| 3Y | +75.0% | +825.4% | -750.3% | +73.4% |
| 5Y | +91.9% | +401.2% | -309.3% | +90.3% |
| 10Y | +202.3% | +2,074.0% | -1,871.7% | +198.5% |
| All | +355.1% | +3,507.4% | -3,152.3% | +344.2% |
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