+328.6%
TMO vs PFG
+251.1%
+77.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +1.1% | +2.9% | -1.8% | +0.3% |
| 3M | +28.3% | +6.7% | +21.6% | +25.7% |
| 6M | +23.3% | +33.8% | -10.5% | +13.3% |
| YTD | +5.5% | +35.0% | -29.5% | -3.5% |
| 1Y | +24.5% | +46.4% | -21.9% | +11.3% |
| 3Y | +19.6% | +71.7% | -52.1% | +1.8% |
| 5Y | +8.1% | +113.7% | -105.6% | -13.2% |
| All | +328.6% | +251.1% | +77.5% | +173.5% |
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