+76.5%
TNA vs PFG
+251.1%
-174.5%
-88.1%
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% | -0.6% |
| 7D | -7.3% | -0.4% | -6.8% | -6.7% |
| 30D | -14.2% | +2.9% | -17.1% | -18.7% |
| 3M | -4.6% | +6.7% | -11.3% | -16.1% |
| 6M | +36.9% | +33.8% | +3.2% | -15.1% |
| YTD | +42.5% | +35.0% | +7.6% | -13.3% |
| 1Y | +45.8% | +46.4% | -0.6% | -22.0% |
| 3Y | +104.7% | +71.7% | +33.0% | -3.8% |
| 5Y | -21.7% | +113.7% | -135.4% | -70.0% |
| All | +76.5% | +251.1% | -174.5% | -60.5% |
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