+95.6%
TFC vs PGR
+825.1%
-729.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -3.4% | +4.9% | -8.3% | -5.5% |
| 3M | +0.4% | +7.6% | -7.2% | -3.8% |
| 6M | +12.7% | +8.3% | +4.4% | +7.3% |
| YTD | +5.6% | +1.7% | +3.8% | +3.0% |
| 1Y | +16.0% | -6.8% | +22.9% | +17.7% |
| 3Y | +94.0% | +73.4% | +20.5% | +38.6% |
| 5Y | +16.2% | +161.2% | -145.1% | -36.9% |
| All | +95.6% | +825.1% | -729.5% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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