-22.5%
TNA vs PFGC
+105.5%
-128.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -1.5% |
| 7D | -7.6% | -4.8% | -2.8% | -2.1% |
| 30D | -13.6% | -17.2% | +3.6% | +6.7% |
| 3M | +2.8% | -6.3% | +9.2% | +8.6% |
| 6M | +34.5% | +8.8% | +25.7% | +17.1% |
| YTD | +41.0% | +4.9% | +36.1% | +24.4% |
| 1Y | +52.0% | -9.5% | +61.5% | +61.1% |
| 3Y | +103.5% | +59.6% | +43.9% | +12.8% |
| 5Y | -22.5% | +113.5% | -136.0% | -68.9% |
| All | -22.5% | +105.5% | -128.0% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling