+2,774.2%
TD vs PFG
+979.8%
+1,794.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +5.0% | +5.0% | 0.0% | +3.2% |
| 3M | +1.1% | +0.1% | +1.0% | +0.9% |
| 6M | +16.5% | +13.8% | +2.7% | +11.1% |
| YTD | +34.3% | +31.2% | +3.0% | +21.8% |
| 1Y | +52.9% | +37.1% | +15.8% | +36.5% |
| 3Y | +132.2% | +80.6% | +51.6% | +86.1% |
| 5Y | +101.9% | +93.7% | +8.2% | +56.4% |
| 10Y | +302.0% | +185.5% | +116.5% | +160.5% |
| All | +2,774.2% | +979.8% | +1,794.4% | +984.4% |
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