+131.3%
TLT vs PFG
+679.0%
-547.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +6.2% | +2.0% | +4.2% | +6.4% |
| 3M | +0.1% | -3.2% | +3.2% | -0.2% |
| 6M | -3.0% | +10.9% | -13.9% | -1.9% |
| YTD | -2.7% | +28.8% | -31.6% | -0.2% |
| 1Y | -4.8% | +39.2% | -44.0% | -1.7% |
| 3Y | +6.9% | +75.0% | -68.1% | +13.5% |
| 5Y | -34.5% | +91.9% | -126.4% | -29.1% |
| 10Y | -17.3% | +202.3% | -219.6% | -2.7% |
| All | +131.3% | +679.0% | -547.6% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling