-10.5%
TEM vs PFG
+46.8%
-57.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.9% | -4.7% |
| 7D | -1.3% | +4.9% | -6.2% | -3.4% |
| 30D | -9.5% | +5.7% | -15.2% | -11.7% |
| 3M | +60.7% | +2.6% | +58.1% | +58.6% |
| 6M | +35.5% | +19.8% | +15.7% | +15.6% |
| YTD | +28.0% | +36.3% | -8.2% | -2.7% |
| 1Y | -10.5% | +47.9% | -58.4% | -36.5% |
| All | -10.5% | +46.8% | -57.3% | -36.5% |
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