-64.7%
TE vs PFG
+15.6%
-80.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | -22.0% | -2.2% | -19.7% | -20.9% |
| 30D | -33.6% | +6.4% | -40.0% | -33.8% |
| 3M | -61.1% | +2.2% | -63.3% | -61.4% |
| 6M | -64.7% | +16.3% | -81.0% | -73.9% |
| All | -64.7% | +15.6% | -80.3% | -73.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling