-6.2%
TLT vs PFG
+41.5%
-47.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.1% |
| 7D | -1.0% | -2.2% | +1.2% | -0.9% |
| 30D | +3.7% | +6.4% | -2.7% | +3.3% |
| 3M | -0.8% | +2.2% | -3.0% | -1.0% |
| 6M | -3.6% | +16.3% | -19.8% | -4.8% |
| YTD | -3.9% | +33.2% | -37.2% | -6.5% |
| 1Y | -6.2% | +40.6% | -46.8% | -8.9% |
| All | -6.2% | +41.5% | -47.8% | -8.9% |
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