+108.5%
PFG vs TW
+20.0%
+88.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +0.9% | -0.6% | +1.5% | +1.1% |
| 3M | +7.7% | +3.4% | +4.3% | +6.4% |
| 6M | +29.0% | -18.4% | +47.4% | +35.0% |
| YTD | +32.5% | -3.9% | +36.4% | +32.2% |
| 1Y | +47.3% | -13.3% | +60.6% | +51.2% |
| 3Y | +68.2% | +20.8% | +47.4% | +51.7% |
| 5Y | +108.5% | +20.3% | +88.2% | +81.1% |
| All | +108.5% | +20.0% | +88.4% | +81.1% |
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