-22.5%
TNA vs PFG
+108.9%
-131.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -4.4% |
| 7D | -7.6% | -3.0% | -4.6% | -2.9% |
| 30D | -13.6% | +2.5% | -16.1% | -18.1% |
| 3M | +2.8% | +6.1% | -3.2% | -9.8% |
| 6M | +34.5% | +31.3% | +3.2% | -18.6% |
| YTD | +41.0% | +33.6% | +7.5% | -17.8% |
| 1Y | +52.0% | +48.5% | +3.5% | -26.8% |
| 3Y | +103.5% | +69.6% | +33.9% | -13.9% |
| 5Y | -22.5% | +111.5% | -134.0% | -74.8% |
| All | -22.5% | +108.9% | -131.5% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling