+10,302.4%
TSM vs PFG
+1,015.3%
+9,287.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.4% |
| 7D | +2.7% | +5.5% | -2.8% | +0.8% |
| 30D | +3.6% | +2.4% | +1.2% | +2.6% |
| 3M | -3.4% | +13.6% | -17.0% | -7.9% |
| 6M | +20.6% | +27.9% | -7.3% | +10.6% |
| YTD | +41.9% | +35.6% | +6.3% | +27.3% |
| 1Y | +84.4% | +48.5% | +35.9% | +60.2% |
| 3Y | +380.2% | +66.9% | +313.4% | +297.1% |
| 5Y | +275.3% | +111.0% | +164.4% | +184.2% |
| 10Y | +1,751.4% | +244.5% | +1,506.9% | +1,013.0% |
| All | +10,302.4% | +1,015.3% | +9,287.1% | +2,713.0% |
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 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