+68.5%
PFG vs TCOM
+8.5%
+60.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | +3.2% | -10.2% | +13.4% | +4.3% |
| 30D | +0.9% | -16.8% | +17.8% | +2.8% |
| 3M | +7.7% | -16.7% | +24.4% | +9.5% |
| 6M | +29.0% | -27.1% | +56.0% | +33.0% |
| YTD | +32.5% | -45.5% | +78.0% | +40.3% |
| 1Y | +47.3% | -45.9% | +93.2% | +56.0% |
| All | +68.5% | +8.5% | +60.0% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling