+131.2%
TLT vs PFG
+719.5%
-588.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | 0.0% |
| 7D | -0.4% | +5.5% | -6.0% | +0.1% |
| 30D | -0.6% | +2.4% | -2.9% | -0.3% |
| 3M | -2.7% | +13.6% | -16.3% | -1.5% |
| 6M | -5.6% | +27.9% | -33.5% | -3.4% |
| YTD | -2.8% | +35.6% | -38.3% | +0.2% |
| 1Y | -1.4% | +48.5% | -49.9% | +2.5% |
| 3Y | -1.6% | +66.9% | -68.5% | +3.9% |
| 5Y | -33.8% | +111.0% | -144.8% | -27.8% |
| 10Y | -21.1% | +244.5% | -265.6% | -6.1% |
| All | +131.2% | +719.5% | -588.3% | +231.3% |
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 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