-11.8%
TLT vs PFG
+189.4%
-201.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | -0.1% |
| 7D | -1.0% | -2.2% | +1.2% | -1.2% |
| 30D | +3.7% | +6.4% | -2.7% | +4.4% |
| 3M | -0.8% | +2.2% | -3.0% | -0.5% |
| 6M | -3.6% | +16.3% | -19.8% | -1.9% |
| YTD | -3.9% | +33.2% | -37.2% | -0.6% |
| 1Y | -6.2% | +40.6% | -46.8% | -2.4% |
| 3Y | +4.2% | +83.3% | -79.2% | +12.8% |
| 5Y | -34.7% | +97.7% | -132.4% | -27.3% |
| 10Y | -11.8% | +189.9% | -201.7% | +11.3% |
| All | -11.8% | +189.4% | -201.2% | +11.3% |
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