+97.2%
TFC vs PFG
+239.8%
-142.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.1% |
| 7D | -1.3% | +3.2% | -4.5% | -4.0% |
| 30D | -2.3% | +0.9% | -3.3% | -3.3% |
| 3M | +2.5% | +7.7% | -5.3% | -4.0% |
| 6M | +9.5% | +29.0% | -19.5% | -11.4% |
| YTD | +5.1% | +32.5% | -27.4% | -17.0% |
| 1Y | +15.5% | +47.3% | -31.8% | -16.5% |
| 3Y | +95.2% | +68.2% | +26.9% | +26.0% |
| 5Y | +14.5% | +108.5% | -94.0% | -37.9% |
| 10Y | +97.2% | +241.4% | -144.2% | -33.8% |
| All | +97.2% | +239.8% | -142.6% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling