+240.2%
PFG vs TCOM
-10.5%
+250.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -3.0% | -6.5% | +3.5% | -1.6% |
| 30D | +2.5% | -16.2% | +18.7% | +6.3% |
| 3M | +6.1% | -19.3% | +25.4% | +10.6% |
| 6M | +31.3% | -27.2% | +58.5% | +39.9% |
| YTD | +33.6% | -46.2% | +79.7% | +51.1% |
| 1Y | +48.5% | -46.6% | +95.1% | +68.1% |
| 3Y | +69.6% | +8.4% | +61.2% | +54.7% |
| 5Y | +111.5% | +25.8% | +85.7% | +72.1% |
| All | +240.2% | -10.5% | +250.7% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling