+299.4%
TPR vs PFG
+67.7%
+231.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | -2.3% | +5.5% | -7.8% | -5.4% |
| 30D | -23.0% | +2.4% | -25.3% | -24.2% |
| 3M | -12.5% | +13.6% | -26.1% | -19.1% |
| 6M | -21.4% | +27.9% | -49.3% | -32.2% |
| YTD | -3.5% | +35.6% | -39.1% | -19.6% |
| 1Y | +17.4% | +48.5% | -31.1% | -7.6% |
| All | +299.4% | +67.7% | +231.8% | +166.6% |
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 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