+273.1%
TSM vs PFG
+110.8%
+162.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.5% |
| 7D | +2.7% | +5.5% | -2.8% | +0.3% |
| 30D | +3.6% | +2.4% | +1.2% | +2.4% |
| 3M | -3.4% | +13.6% | -17.0% | -9.2% |
| 6M | +20.6% | +27.9% | -7.3% | +7.5% |
| YTD | +41.9% | +35.6% | +6.3% | +22.9% |
| 1Y | +84.4% | +48.5% | +35.9% | +53.0% |
| 3Y | +380.2% | +66.9% | +313.4% | +268.3% |
| All | +273.1% | +110.8% | +162.3% | +151.4% |
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