+190.4%
PFE vs TDG
+13,892.6%
-13,702.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -1.7% | +1.7% | -3.4% | -2.1% |
| 30D | +0.3% | +9.7% | -9.3% | -1.6% |
| 3M | +9.4% | -2.3% | +11.7% | +9.8% |
| 6M | +14.9% | +1.3% | +13.6% | +14.2% |
| YTD | +23.8% | -8.5% | +32.3% | +25.3% |
| 1Y | +19.5% | -8.1% | +27.7% | +20.8% |
| 3Y | +21.0% | +43.4% | -22.4% | +9.5% |
| 5Y | -23.9% | +127.8% | -151.6% | -39.1% |
| 10Y | +47.8% | +554.4% | -506.5% | -16.5% |
| All | +190.4% | +13,892.6% | -13,702.3% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling