-45.3%
TE vs PFG
+37.6%
-82.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.3% |
| 7D | -19.1% | +2.4% | -21.4% | -20.0% |
| 30D | -34.1% | +5.9% | -40.0% | -35.1% |
| 3M | -60.1% | -0.4% | -59.7% | -60.1% |
| 6M | -66.0% | +14.8% | -80.8% | -69.1% |
| YTD | -71.4% | +31.9% | -103.3% | -74.1% |
| 1Y | -45.3% | +38.8% | -84.1% | -51.6% |
| All | -45.3% | +37.6% | -82.9% | -51.6% |
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