-6.5%
PG vs TMF
-25.6%
+19.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.9% |
| 7D | -2.7% | -4.8% | +2.1% | -1.8% |
| 30D | -1.5% | -4.9% | +3.4% | -0.7% |
| 3M | -3.4% | -13.4% | +10.1% | -0.7% |
| 6M | -7.0% | -23.0% | +16.1% | -2.4% |
| YTD | +2.0% | -20.2% | +22.2% | +6.7% |
| 1Y | -6.5% | -26.5% | +20.0% | -0.6% |
| All | -6.5% | -25.6% | +19.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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