+48.5%
PFG vs TW
-14.0%
+62.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.0% | -2.7% | -0.3% | -2.8% |
| 30D | +2.5% | -1.7% | +4.2% | +2.6% |
| 3M | +6.1% | +1.6% | +4.5% | +5.8% |
| 6M | +31.3% | -17.7% | +49.0% | +32.4% |
| YTD | +33.6% | -4.3% | +37.9% | +33.5% |
| 1Y | +48.5% | -13.1% | +61.6% | +46.2% |
| All | +48.5% | -14.0% | +62.5% | +46.2% |
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