+25.4%
TMO vs PFG
+46.8%
-21.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | 0.0% |
| 7D | +0.3% | +4.9% | -4.6% | -1.0% |
| 30D | +4.3% | +5.7% | -1.3% | +2.8% |
| 3M | +25.1% | +2.6% | +22.6% | +24.1% |
| 6M | +52.9% | +19.8% | +33.1% | +40.8% |
| YTD | +22.2% | +36.3% | -14.1% | +4.4% |
| 1Y | +25.4% | +47.9% | -22.5% | +3.1% |
| All | +25.4% | +46.8% | -21.5% | +3.1% |
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