-26.6%
TMF vs PFG
+41.5%
-68.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.4% | -2.2% | -1.1% | -3.0% |
| 30D | +11.5% | +6.4% | +5.2% | +10.3% |
| 3M | -4.5% | +2.2% | -6.7% | -5.3% |
| 6M | -15.0% | +16.3% | -31.2% | -18.0% |
| YTD | -19.9% | +33.2% | -53.1% | -25.8% |
| 1Y | -26.6% | +40.6% | -67.2% | -32.3% |
| All | -26.6% | +41.5% | -68.1% | -32.3% |
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 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