+190.7%
PFG vs TW
+209.8%
-19.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -3.0% | -2.7% | -0.3% | -2.3% |
| 30D | +2.5% | -1.7% | +4.2% | +2.9% |
| 3M | +6.1% | +1.6% | +4.5% | +5.1% |
| 6M | +31.3% | -17.7% | +49.0% | +37.7% |
| YTD | +33.6% | -4.3% | +37.9% | +33.5% |
| 1Y | +48.5% | -13.1% | +61.6% | +52.5% |
| 3Y | +69.6% | +20.3% | +49.3% | +53.8% |
| 5Y | +111.5% | +22.0% | +89.5% | +86.4% |
| All | +190.7% | +209.8% | -19.1% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling