+389.7%
TPR vs PFG
+203.0%
+186.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.6% | -0.6% |
| 7D | +12.7% | +2.3% | +10.4% | +10.4% |
| 30D | +17.1% | +7.6% | +9.5% | +10.4% |
| 3M | -15.9% | +2.5% | -18.4% | -18.2% |
| 6M | +2.6% | +16.6% | -14.0% | -10.2% |
| YTD | +7.5% | +34.1% | -26.6% | -15.8% |
| 1Y | +32.9% | +44.1% | -11.1% | -1.7% |
| 3Y | +413.8% | +86.3% | +327.6% | +199.7% |
| 5Y | +263.9% | +101.6% | +162.3% | +92.3% |
| 10Y | +389.7% | +197.9% | +191.8% | +67.0% |
| All | +389.7% | +203.0% | +186.7% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling