+13.4%
PG vs TD
+125.7%
-112.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +0.8% | -1.9% | +2.7% | +1.1% |
| 3M | -1.3% | +4.8% | -6.1% | -2.2% |
| 6M | -3.8% | +28.0% | -31.8% | -7.9% |
| YTD | +3.6% | +30.3% | -26.7% | -1.1% |
| 1Y | -5.7% | +59.8% | -65.5% | -13.2% |
| 3Y | +1.6% | +124.7% | -123.1% | -12.8% |
| All | +13.4% | +125.7% | -112.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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