+379.1%
TPR vs PFG
+195.7%
+183.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.3% |
| 7D | +14.2% | -0.6% | +14.8% | +14.4% |
| 30D | +17.1% | +2.0% | +15.1% | +15.0% |
| 3M | -17.7% | -3.2% | -14.5% | -16.4% |
| 6M | -10.2% | +10.9% | -21.1% | -18.1% |
| YTD | +4.9% | +28.8% | -23.9% | -15.3% |
| 1Y | +36.1% | +39.2% | -3.0% | +3.4% |
| 3Y | +416.5% | +75.0% | +341.4% | +216.3% |
| 5Y | +254.8% | +91.9% | +162.8% | +95.0% |
| All | +379.1% | +195.7% | +183.4% | +67.4% |
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