+383.8%
PG vs TMF
-68.9%
+452.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.9% | -1.4% | +3.3% | +1.8% |
| 30D | -0.2% | -2.8% | +2.6% | -0.3% |
| 3M | +4.8% | -10.9% | +15.7% | +4.4% |
| 6M | -6.1% | -21.3% | +15.2% | -7.0% |
| YTD | +4.5% | -15.9% | +20.3% | +3.8% |
| 1Y | -5.3% | -15.7% | +10.4% | -5.8% |
| 3Y | +2.6% | -43.4% | +45.9% | +0.8% |
| 5Y | +15.6% | -87.8% | +103.4% | +3.7% |
| 10Y | +118.0% | -86.7% | +204.8% | +101.7% |
| All | +383.8% | -68.9% | +452.7% | +404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling