-16.6%
TE vs PFG
+68.9%
-85.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.4% | +11.4% | +11.4% |
| 7D | +18.2% | +6.0% | +12.2% | +11.1% |
| 30D | -13.5% | +2.2% | -15.7% | -15.8% |
| 3M | -44.6% | +10.4% | -54.9% | -51.3% |
| 6M | -24.7% | +27.8% | -52.5% | -43.7% |
| YTD | -24.3% | +33.6% | -57.9% | -46.2% |
| 1Y | +155.6% | +49.3% | +106.3% | +57.3% |
| All | -16.6% | +68.9% | -85.5% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling