+116.1%
PG vs TFC
+98.7%
+17.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -2.4% | +1.6% | -0.5% |
| 30D | +0.8% | -3.4% | +4.2% | +1.3% |
| 3M | -1.3% | +0.4% | -1.8% | -1.5% |
| 6M | -3.8% | +12.7% | -16.5% | -5.5% |
| YTD | +3.6% | +5.6% | -2.0% | +2.6% |
| 1Y | -5.7% | +16.0% | -21.8% | -7.9% |
| 3Y | +1.6% | +94.0% | -92.4% | -9.4% |
| 5Y | +14.6% | +16.2% | -1.5% | +9.5% |
| All | +116.1% | +98.7% | +17.4% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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