-34.3%
TLT vs PFG
+91.4%
-125.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +6.2% | +2.0% | +4.2% | +6.2% |
| 3M | +0.1% | -3.2% | +3.2% | 0.0% |
| 6M | -3.0% | +10.9% | -13.9% | -3.0% |
| YTD | -2.7% | +28.8% | -31.6% | -2.7% |
| 1Y | -4.8% | +39.2% | -44.0% | -4.8% |
| 3Y | +6.9% | +75.0% | -68.1% | +7.5% |
| All | -34.3% | +91.4% | -125.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling