-6.7%
TPG vs PFG
+51.4%
-58.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | 0.0% |
| 7D | -2.4% | +5.5% | -8.0% | -6.2% |
| 30D | +11.1% | +2.4% | +8.7% | +9.2% |
| 3M | +26.3% | +13.6% | +12.7% | +14.3% |
| 6M | +18.3% | +27.9% | -9.5% | -2.6% |
| YTD | -14.4% | +35.6% | -50.0% | -32.6% |
| 1Y | -6.7% | +48.5% | -55.2% | -30.6% |
| All | -6.7% | +51.4% | -58.1% | -30.6% |
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