-87.4%
TMF vs PFG
+110.8%
-198.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.3% |
| 7D | -1.4% | +5.5% | -7.0% | -1.3% |
| 30D | -2.8% | +2.4% | -5.2% | -2.8% |
| 3M | -10.9% | +13.6% | -24.5% | -10.7% |
| 6M | -21.3% | +27.9% | -49.2% | -20.9% |
| YTD | -15.9% | +35.6% | -51.4% | -15.3% |
| 1Y | -15.7% | +48.5% | -64.2% | -14.8% |
| 3Y | -43.4% | +66.9% | -110.2% | -42.6% |
| All | -87.4% | +110.8% | -198.3% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling