+3,899.5%
PG vs TFC
+2,518.2%
+1,381.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -2.6% | -2.3% | -0.3% | -2.2% |
| 3M | -3.3% | +2.5% | -5.8% | -3.8% |
| 6M | -6.7% | +9.5% | -16.2% | -8.3% |
| YTD | +1.7% | +5.1% | -3.3% | +0.6% |
| 1Y | -7.9% | +15.5% | -23.4% | -10.5% |
| 3Y | +0.9% | +95.2% | -94.2% | -12.2% |
| 5Y | +12.6% | +14.5% | -1.8% | +5.5% |
| 10Y | +117.2% | +97.2% | +20.0% | +74.2% |
| All | +3,899.5% | +2,518.2% | +1,381.3% | +2,025.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling