-24.3%
TMF vs PFG
+46.8%
-71.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.7% | +1.6% |
| 7D | +4.0% | +4.9% | -0.9% | +3.0% |
| 30D | +19.5% | +5.7% | +13.8% | +18.0% |
| 3M | -3.5% | +2.6% | -6.1% | -4.4% |
| 6M | -10.6% | +19.8% | -30.4% | -14.6% |
| YTD | -17.1% | +36.3% | -53.4% | -24.5% |
| 1Y | -24.3% | +47.9% | -72.1% | -32.6% |
| All | -24.3% | +46.8% | -71.1% | -32.6% |
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