-7.7%
TLN vs PFG
+43.7%
-51.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.0% | +3.2% | +6.8% |
| 7D | +9.1% | +2.3% | +6.8% | +8.8% |
| 30D | -4.1% | +7.6% | -11.7% | -4.9% |
| 3M | +4.4% | +2.5% | +1.9% | +3.8% |
| 6M | -6.0% | +16.6% | -22.6% | -12.3% |
| YTD | -3.1% | +34.1% | -37.2% | -14.7% |
| All | -7.7% | +43.7% | -51.5% | -17.7% |
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