+301.1%
TD vs PFG
+247.4%
+53.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -2.6% | -3.0% | +0.4% | -1.2% |
| 30D | -1.0% | +2.5% | -3.5% | -2.2% |
| 3M | +5.6% | +6.1% | -0.4% | +2.5% |
| 6M | +27.1% | +31.3% | -4.2% | +11.7% |
| YTD | +29.4% | +33.6% | -4.2% | +12.5% |
| 1Y | +60.7% | +48.5% | +12.2% | +32.6% |
| 3Y | +127.6% | +69.6% | +58.0% | +72.2% |
| 5Y | +125.4% | +111.5% | +13.9% | +49.8% |
| All | +301.1% | +247.4% | +53.6% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling