+76.5%
TNA vs PFGC
+292.9%
-216.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -7.3% | -4.8% | -2.5% | -3.4% |
| 30D | -14.2% | -12.5% | -1.6% | -4.3% |
| 3M | -4.6% | -9.7% | +5.2% | +2.6% |
| 6M | +36.9% | +7.0% | +29.9% | +27.5% |
| YTD | +42.5% | +4.5% | +38.1% | +33.4% |
| 1Y | +45.8% | -11.6% | +57.4% | +56.5% |
| 3Y | +104.7% | +58.5% | +46.2% | +45.5% |
| 5Y | -21.7% | +112.6% | -134.3% | -52.4% |
| All | +76.5% | +292.9% | -216.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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