+32.5%
PFE vs TDG
+540.0%
-507.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.0% | -2.7% | -1.4% | -3.7% |
| 30D | +3.9% | -9.3% | +13.1% | +5.3% |
| 3M | +9.9% | -7.1% | +16.9% | +10.9% |
| 6M | +5.3% | -11.2% | +16.4% | +6.7% |
| YTD | +16.8% | -15.3% | +32.0% | +19.1% |
| 1Y | +20.4% | -12.5% | +32.9% | +22.2% |
| 3Y | -2.1% | +51.2% | -53.3% | -9.0% |
| 5Y | -21.0% | +126.1% | -147.1% | -31.7% |
| All | +32.5% | +540.0% | -507.6% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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