+570.8%
PFG vs TCOM
+2,694.8%
-2,123.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | +5.5% | -9.5% | +15.1% | +8.2% |
| 30D | +2.4% | -10.7% | +13.1% | +5.3% |
| 3M | +13.6% | -14.6% | +28.2% | +17.6% |
| 6M | +27.9% | -19.3% | +47.2% | +34.3% |
| YTD | +35.6% | -42.9% | +78.5% | +54.8% |
| 1Y | +48.5% | -43.8% | +92.3% | +69.8% |
| 3Y | +66.9% | +2.1% | +64.8% | +53.8% |
| 5Y | +111.0% | +31.2% | +79.7% | +65.0% |
| 10Y | +244.5% | -13.9% | +258.4% | +183.1% |
| All | +570.8% | +2,694.8% | -2,123.9% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling