+2,775.8%
TD vs PFG
+1,008.7%
+1,767.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.7% | +3.0% | -3.7% | -1.7% |
| 30D | +7.6% | +8.2% | -0.5% | +4.8% |
| 3M | +3.0% | +2.7% | +0.3% | +2.0% |
| 6M | +16.8% | +17.2% | -0.4% | +10.4% |
| YTD | +34.3% | +34.8% | -0.4% | +20.8% |
| 1Y | +56.0% | +43.6% | +12.4% | +37.2% |
| 3Y | +132.4% | +85.4% | +46.9% | +84.5% |
| 5Y | +103.7% | +102.2% | +1.5% | +55.5% |
| 10Y | +299.2% | +190.2% | +108.9% | +157.2% |
| All | +2,775.8% | +1,008.7% | +1,767.2% | +975.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling