+378.8%
PFG vs ALM
+7,705.7%
-7,326.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | +5.5% | -2.6% | +8.1% | +5.5% |
| 30D | +2.4% | +32.0% | -29.6% | +2.3% |
| 3M | +13.6% | -15.0% | +28.6% | +13.6% |
| 6M | +27.9% | -10.1% | +38.0% | +27.8% |
| YTD | +35.6% | +99.4% | -63.9% | +35.1% |
| 1Y | +48.5% | +316.4% | -267.9% | +47.6% |
| 3Y | +66.9% | +2,022.0% | -1,955.1% | +64.8% |
| 5Y | +111.0% | +941.2% | -830.2% | +108.6% |
| 10Y | +244.5% | +2,950.3% | -2,705.9% | +239.5% |
| All | +378.8% | +7,705.7% | -7,326.9% | +366.2% |
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