+3,293.7%
TMO vs PFG
+999.6%
+2,294.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.4% |
| 7D | +0.4% | +6.0% | -5.6% | -1.2% |
| 30D | +1.5% | +2.2% | -0.7% | +0.9% |
| 3M | +28.5% | +10.4% | +18.2% | +24.9% |
| 6M | +20.4% | +27.8% | -7.4% | +12.4% |
| YTD | +4.3% | +33.6% | -29.4% | -3.8% |
| 1Y | +24.1% | +49.3% | -25.2% | +11.0% |
| 3Y | +17.5% | +69.7% | -52.3% | +1.0% |
| 5Y | +6.8% | +111.3% | -104.5% | -14.2% |
| 10Y | +311.9% | +240.3% | +71.6% | +171.6% |
| All | +3,293.7% | +999.6% | +2,294.0% | +1,296.9% |
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 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