+145.8%
TNA vs PFGC
+409.4%
-263.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | +0.2% |
| 7D | +4.1% | -2.4% | +6.5% | +6.2% |
| 30D | -7.6% | -15.8% | +8.1% | +5.6% |
| 3M | +8.1% | -0.6% | +8.7% | +7.3% |
| 6M | +49.0% | +10.7% | +38.3% | +35.1% |
| YTD | +51.7% | +7.6% | +44.1% | +38.7% |
| 1Y | +59.6% | -7.8% | +67.4% | +65.5% |
| 3Y | +118.9% | +63.7% | +55.2% | +52.4% |
| 5Y | -19.2% | +112.3% | -131.4% | -50.6% |
| 10Y | +77.2% | +286.7% | -209.5% | -8.4% |
| All | +145.8% | +409.4% | -263.6% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling