+175.3%
PFE vs TDG
+13,063.4%
-12,888.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -2.0% |
| 7D | -2.7% | -0.9% | -1.7% | -2.5% |
| 30D | +3.8% | -6.5% | +10.4% | +5.3% |
| 3M | +10.4% | -5.1% | +15.4% | +11.3% |
| 6M | +6.3% | -11.5% | +17.8% | +8.5% |
| YTD | +17.4% | -13.9% | +31.3% | +20.4% |
| 1Y | +21.1% | -11.5% | +32.6% | +23.4% |
| 3Y | -1.6% | +53.7% | -55.2% | -12.4% |
| 5Y | -22.2% | +135.5% | -157.7% | -38.3% |
| 10Y | +32.9% | +535.2% | -502.3% | -24.7% |
| All | +175.3% | +13,063.4% | -12,888.1% | -35.5% |
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