-69.0%
TMF vs PFG
+1,304.8%
-1,373.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.9% |
| 7D | +1.2% | -0.6% | +1.9% | +0.9% |
| 30D | +19.7% | +2.0% | +17.7% | +20.7% |
| 3M | -2.1% | -3.2% | +1.1% | -3.4% |
| 6M | -13.4% | +10.9% | -24.4% | -9.4% |
| YTD | -16.7% | +28.8% | -45.6% | -6.9% |
| 1Y | -23.3% | +39.2% | -62.5% | -11.3% |
| 3Y | -24.8% | +75.0% | -99.9% | -2.4% |
| 5Y | -88.0% | +91.9% | -180.0% | -83.1% |
| 10Y | -84.7% | +202.3% | -287.0% | -65.5% |
| All | -69.0% | +1,304.8% | -1,373.7% | +66.0% |
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