+2,618.9%
TFC vs PGR
+42,092.8%
-39,473.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.3% | -2.7% | +1.4% | -0.1% |
| 30D | -2.3% | +0.7% | -3.1% | -2.9% |
| 3M | +2.5% | +7.7% | -5.3% | -2.1% |
| 6M | +9.5% | +4.3% | +5.2% | +5.8% |
| YTD | +5.1% | +0.7% | +4.3% | +2.8% |
| 1Y | +15.5% | -5.7% | +21.1% | +16.1% |
| 3Y | +95.2% | +73.7% | +21.5% | +42.3% |
| 5Y | +14.5% | +158.4% | -143.9% | -32.9% |
| 10Y | +97.2% | +810.5% | -713.3% | -37.9% |
| All | +2,618.9% | +42,092.8% | -39,473.9% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling