+96.7%
TFC vs PFG
+71.3%
+25.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.1% |
| 7D | +2.2% | +6.0% | -3.7% | -2.4% |
| 30D | -2.5% | +2.2% | -4.7% | -4.3% |
| 3M | +4.5% | +10.4% | -5.8% | -3.7% |
| 6M | +11.0% | +27.8% | -16.8% | -9.2% |
| YTD | +5.9% | +33.6% | -27.8% | -16.7% |
| 1Y | +14.6% | +49.3% | -34.7% | -18.1% |
| 3Y | +96.7% | +69.7% | +27.0% | +18.0% |
| All | +96.7% | +71.3% | +25.4% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling