+12.8%
PG vs TMF
-88.5%
+101.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.4% |
| 7D | -2.7% | -4.8% | +2.1% | -2.4% |
| 30D | -1.5% | -4.9% | +3.4% | -1.3% |
| 3M | -3.4% | -13.4% | +10.1% | -2.6% |
| 6M | -7.0% | -23.0% | +16.1% | -5.7% |
| YTD | +2.0% | -20.2% | +22.2% | +3.2% |
| 1Y | -6.5% | -26.5% | +20.0% | -5.0% |
| 3Y | +1.2% | -45.2% | +46.3% | +3.4% |
| 5Y | +12.8% | -88.4% | +101.2% | +16.3% |
| All | +12.8% | -88.5% | +101.3% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling