Alpha PF

The chart shows the growth of an initial investment of $10,000 in Alpha PF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 11, 2026, the Alpha PF returned 5.96% Year-To-Date and 30.99% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 4, 2014, Alpha PF's average daily return is +0.10%, while the average monthly return is +2.15%. At this rate, an investment would double in approximately 2.7 years.

Historically, 73% of months were positive and 27% were negative. The best month was Jan 2023 with a return of +13.5%, while the worst month was Apr 2022 at -12.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Alpha PF closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -8.0%.

Alpha PF has an annualized alpha of 19.05%, beta of 0.70, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

• This portfolio captured 119.93% of S&P 500 Index gains but only 40.42% of its losses — a favorable profile for investors.
• Beta of 0.70 may look defensive, but with R² of 0.46 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.46 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha PF has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Alpha PF ranks 77 for risk / return — better than 77% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Alpha PF Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 3.70
• 5-Year: 1.74
• 10-Year: 1.65
• All Time: 1.54

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 3.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Alpha PF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Alpha PF provided a 0.08% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Alpha PF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Alpha PF was 32.98%, occurring on Nov 3, 2022. Recovery took 133 trading sessions.

The current Alpha PF drawdown is 7.43%.

The chart below shows the rolling one-month volatility.