+13.4%
PG vs TDG
+126.1%
-112.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -0.8% | -1.9% | +1.1% | -0.5% |
| 30D | +0.8% | -7.7% | +8.5% | +2.0% |
| 3M | -1.3% | -9.3% | +8.0% | 0.0% |
| 6M | -3.8% | -9.4% | +5.6% | -2.6% |
| YTD | +3.6% | -14.3% | +17.9% | +5.4% |
| 1Y | -5.7% | -11.8% | +6.1% | -4.6% |
| 3Y | +1.6% | +52.0% | -50.4% | -7.7% |
| All | +13.4% | +126.1% | -112.7% | -5.9% |
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 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