-53.4%
TE vs PFG
+163.8%
-217.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.0% |
| 7D | +0.9% | -3.0% | +3.9% | +2.0% |
| 30D | -16.3% | +2.5% | -18.8% | -17.2% |
| 3M | -40.8% | +6.1% | -46.8% | -42.5% |
| 6M | -42.6% | +31.3% | -73.9% | -48.8% |
| YTD | -31.4% | +33.6% | -65.0% | -39.3% |
| 1Y | +144.9% | +48.5% | +96.4% | +107.7% |
| 3Y | -26.0% | +69.6% | -95.6% | -38.7% |
| 5Y | -48.5% | +111.5% | -159.9% | -57.9% |
| All | -53.4% | +163.8% | -217.1% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling