-84.3%
TMF vs PFG
+195.7%
-280.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.7% |
| 7D | +1.2% | -0.6% | +1.9% | +1.0% |
| 30D | +19.7% | +2.0% | +17.7% | +20.4% |
| 3M | -2.1% | -3.2% | +1.1% | -3.1% |
| 6M | -13.4% | +10.9% | -24.4% | -10.3% |
| YTD | -16.7% | +28.8% | -45.6% | -9.3% |
| 1Y | -23.3% | +39.2% | -62.5% | -14.2% |
| 3Y | -24.8% | +75.0% | -99.9% | -7.4% |
| 5Y | -88.0% | +91.9% | -180.0% | -84.0% |
| All | -84.3% | +195.7% | -280.1% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling