+81.2%
TPG vs PFG
+70.6%
+10.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +0.8% |
| 7D | -9.4% | -0.4% | -9.0% | -9.1% |
| 30D | -5.3% | +2.9% | -8.1% | -7.6% |
| 3M | +12.9% | +6.7% | +6.2% | +6.5% |
| 6M | +20.1% | +33.8% | -13.7% | -6.9% |
| YTD | -22.5% | +35.0% | -57.5% | -40.5% |
| 1Y | -19.7% | +46.4% | -66.1% | -42.6% |
| 3Y | +81.2% | +71.7% | +9.6% | +14.5% |
| All | +81.2% | +70.6% | +10.6% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling