-5.7%
PG vs TFC
+16.6%
-22.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | +0.8% | -3.4% | +4.2% | +1.4% |
| 3M | -1.3% | +0.4% | -1.8% | -1.5% |
| 6M | -3.8% | +12.7% | -16.5% | -5.3% |
| YTD | +3.6% | +5.6% | -2.0% | +1.4% |
| 1Y | -5.7% | +16.0% | -21.8% | -9.1% |
| All | -5.7% | +16.6% | -22.3% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling