-19.0%
PFE vs TDG
+126.1%
-145.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -2.6% | -1.9% | -0.7% | -2.4% |
| 30D | +5.4% | -7.7% | +13.1% | +6.3% |
| 3M | +7.8% | -9.3% | +17.1% | +8.9% |
| 6M | +5.0% | -9.4% | +14.4% | +5.9% |
| YTD | +17.1% | -14.3% | +31.3% | +18.8% |
| 1Y | +19.3% | -11.8% | +31.2% | +20.7% |
| 3Y | -0.9% | +52.0% | -52.9% | -6.6% |
| All | -19.0% | +126.1% | -145.1% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling