+1,831.4%
TSM vs PFG
+242.8%
+1,588.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | +6.0% | +6.0% | 0.0% | +3.7% |
| 30D | +4.5% | +2.2% | +2.3% | +3.5% |
| 3M | +3.1% | +10.4% | -7.3% | -1.2% |
| 6M | +30.2% | +27.8% | +2.4% | +18.3% |
| YTD | +45.2% | +33.6% | +11.6% | +29.5% |
| 1Y | +79.6% | +49.3% | +30.3% | +53.5% |
| 3Y | +411.0% | +69.7% | +341.3% | +310.9% |
| 5Y | +290.7% | +111.3% | +179.4% | +187.8% |
| All | +1,831.4% | +242.8% | +1,588.6% | +1,025.0% |
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