+1,502.2%
TSM vs PFG
+203.0%
+1,299.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.1% |
| 7D | -2.5% | +2.3% | -4.8% | -3.3% |
| 30D | -14.3% | +7.6% | -21.9% | -16.5% |
| 3M | -7.2% | +2.5% | -9.8% | -8.4% |
| 6M | -5.1% | +16.6% | -21.7% | -11.1% |
| YTD | +28.9% | +34.1% | -5.2% | +14.7% |
| 1Y | +37.1% | +44.1% | -7.0% | +18.7% |
| 3Y | +341.5% | +86.3% | +255.2% | +243.1% |
| 5Y | +245.7% | +101.6% | +144.1% | +158.7% |
| 10Y | +1,502.2% | +197.9% | +1,304.4% | +967.3% |
| All | +1,502.2% | +203.0% | +1,299.2% | +967.3% |
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