-25.8%
TE vs PFG
+46.8%
-72.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.1% | -7.7% | -4.9% |
| 7D | +3.8% | +4.9% | -1.1% | +2.1% |
| 30D | -26.2% | +5.7% | -31.9% | -27.6% |
| 3M | -49.7% | +2.6% | -52.3% | -50.5% |
| 6M | -46.5% | +19.8% | -66.3% | -51.8% |
| YTD | -59.1% | +36.3% | -95.4% | -62.4% |
| 1Y | -25.8% | +47.9% | -73.7% | -28.6% |
| All | -25.8% | +46.8% | -72.6% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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