+124.9%
TD vs PFG
+111.7%
+13.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +0.9% | +6.0% | -5.1% | -1.6% |
| 30D | -0.7% | +2.2% | -2.9% | -1.6% |
| 3M | +6.3% | +10.4% | -4.1% | +1.8% |
| 6M | +27.9% | +27.8% | +0.1% | +15.2% |
| YTD | +29.8% | +33.6% | -3.8% | +14.4% |
| 1Y | +63.7% | +49.3% | +14.4% | +37.4% |
| 3Y | +128.3% | +69.7% | +58.6% | +76.1% |
| All | +124.9% | +111.7% | +13.3% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling