+148.6%
TE vs PFG
+51.4%
+97.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +2.0% |
| 7D | -4.0% | +5.5% | -9.5% | -6.2% |
| 30D | -15.9% | +2.4% | -18.3% | -17.0% |
| 3M | -60.5% | +13.6% | -74.1% | -63.5% |
| 6M | -35.2% | +27.9% | -63.1% | -43.2% |
| YTD | -31.1% | +35.6% | -66.7% | -39.2% |
| 1Y | +148.6% | +48.5% | +100.2% | +120.9% |
| All | +148.6% | +51.4% | +97.3% | +120.9% |
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