+9,541.6%
TSM vs PFG
+1,008.7%
+8,532.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -2.1% | +3.0% | -5.0% | -3.0% |
| 30D | -12.5% | +8.2% | -20.7% | -14.8% |
| 3M | -5.0% | +2.7% | -7.7% | -6.1% |
| 6M | -3.2% | +17.2% | -20.4% | -8.9% |
| YTD | +31.5% | +34.8% | -3.3% | +18.1% |
| 1Y | +35.7% | +43.6% | -7.9% | +19.2% |
| 3Y | +323.5% | +85.4% | +238.1% | +237.9% |
| 5Y | +263.4% | +102.2% | +161.2% | +178.9% |
| 10Y | +1,598.5% | +190.2% | +1,408.3% | +979.1% |
| All | +9,541.6% | +1,008.7% | +8,532.9% | +2,508.6% |
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