-19.8%
TLT vs PFG
+239.8%
-259.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.7% |
| 7D | -0.3% | +3.2% | -3.5% | +0.1% |
| 30D | 0.0% | +0.9% | -1.0% | +0.1% |
| 3M | -2.9% | +7.7% | -10.6% | -2.0% |
| 6M | -6.3% | +29.0% | -35.2% | -3.5% |
| YTD | -3.3% | +32.5% | -35.8% | -0.1% |
| 1Y | -4.2% | +47.3% | -51.5% | +0.3% |
| 3Y | -1.7% | +68.2% | -69.9% | +5.3% |
| 5Y | -34.9% | +108.5% | -143.4% | -26.7% |
| 10Y | -19.8% | +241.4% | -261.2% | +4.3% |
| All | -19.8% | +239.8% | -259.6% | +4.3% |
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