+230.8%
TPR vs PFG
+95.0%
+135.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.4% |
| 7D | -1.1% | +0.1% | -1.3% | -1.3% |
| 30D | +15.1% | +5.0% | +10.1% | +11.4% |
| 3M | -13.4% | +0.1% | -13.5% | -14.1% |
| 6M | +1.4% | +13.8% | -12.4% | -7.8% |
| YTD | +4.8% | +31.2% | -26.5% | -13.4% |
| 1Y | +29.2% | +37.1% | -7.9% | +3.7% |
| 3Y | +403.7% | +80.6% | +323.1% | +224.0% |
| 5Y | +230.8% | +93.7% | +137.1% | +86.5% |
| All | +230.8% | +95.0% | +135.9% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling