-78.3%
TE vs PFG
+163.1%
-241.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | -22.0% | -2.2% | -19.7% | -21.2% |
| 30D | -33.6% | +6.4% | -40.0% | -35.2% |
| 3M | -61.1% | +2.2% | -63.3% | -61.5% |
| 6M | -64.7% | +16.3% | -81.0% | -67.0% |
| YTD | -68.1% | +33.2% | -101.4% | -71.8% |
| 1Y | -51.7% | +40.6% | -92.3% | -58.2% |
| 3Y | +42.0% | +83.3% | -41.3% | +15.2% |
| 5Y | -80.8% | +97.7% | -178.5% | -84.3% |
| All | -78.3% | +163.1% | -241.4% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling