-45.4%
TE vs PFG
+109.8%
-155.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.2% |
| 7D | +15.0% | +3.2% | +11.8% | +11.5% |
| 30D | -7.5% | +0.9% | -8.5% | -8.6% |
| 3M | -42.0% | +7.7% | -49.7% | -46.9% |
| 6M | -31.4% | +29.0% | -60.4% | -47.2% |
| YTD | -26.5% | +32.5% | -59.0% | -45.0% |
| 1Y | +153.1% | +47.3% | +105.8% | +69.3% |
| 3Y | -20.7% | +68.2% | -88.9% | -52.2% |
| 5Y | -45.4% | +108.5% | -153.9% | -71.6% |
| All | -45.4% | +109.8% | -155.2% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling