+4,963.8%
TPR vs PFG
+1,015.3%
+3,948.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | -2.3% | +5.5% | -7.8% | -4.8% |
| 30D | -23.0% | +2.4% | -25.3% | -24.0% |
| 3M | -12.5% | +13.6% | -26.1% | -17.8% |
| 6M | -21.4% | +27.9% | -49.3% | -30.0% |
| YTD | -3.5% | +35.6% | -39.1% | -16.4% |
| 1Y | +17.4% | +48.5% | -31.1% | -2.7% |
| 3Y | +291.3% | +66.9% | +224.4% | +205.6% |
| 5Y | +241.9% | +111.0% | +131.0% | +140.6% |
| 10Y | +322.7% | +244.5% | +78.2% | +146.5% |
| All | +4,963.8% | +1,015.3% | +3,948.5% | +1,330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling