-1.8%
TPG vs PFG
+46.8%
-48.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.5% | +0.6% |
| 7D | +12.5% | +4.9% | +7.6% | +8.7% |
| 30D | +12.7% | +5.7% | +7.1% | +8.3% |
| 3M | +3.5% | +2.6% | +1.0% | +1.5% |
| 6M | +14.1% | +19.8% | -5.7% | -2.0% |
| YTD | -18.5% | +36.3% | -54.8% | -37.8% |
| 1Y | -1.8% | +47.9% | -49.7% | -31.3% |
| All | -1.8% | +46.8% | -48.6% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling