+97.7%
PFG vs TW
+41.3%
+56.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.3% |
| 7D | -2.2% | +2.8% | -5.1% | -2.9% |
| 30D | +6.4% | +18.1% | -11.7% | +2.2% |
| 3M | +2.2% | +25.2% | -23.0% | -3.2% |
| 6M | +16.3% | +19.1% | -2.9% | +11.0% |
| YTD | +33.2% | +21.9% | +11.3% | +25.6% |
| 1Y | +40.6% | +18.9% | +21.7% | +33.4% |
| 3Y | +83.3% | +41.7% | +41.6% | +60.7% |
| 5Y | +97.7% | +40.4% | +57.3% | +65.4% |
| All | +97.7% | +41.3% | +56.5% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling