+47.9%
PFG vs TW
+20.8%
+27.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +4.1% |
| 7D | +4.9% | +6.0% | -1.1% | +4.5% |
| 30D | +5.7% | +18.6% | -12.9% | +4.3% |
| 3M | +2.6% | +26.5% | -24.0% | +0.8% |
| 6M | +19.8% | +13.1% | +6.7% | +18.1% |
| YTD | +36.3% | +18.5% | +17.7% | +34.4% |
| 1Y | +47.9% | +21.7% | +26.2% | +44.9% |
| All | +47.9% | +20.8% | +27.1% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling