+2,704.3%
TD vs PFG
+1,015.3%
+1,689.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.8% |
| 7D | +0.3% | +5.5% | -5.2% | -1.6% |
| 30D | +0.4% | +2.4% | -2.0% | -0.5% |
| 3M | +7.6% | +13.6% | -5.9% | +2.8% |
| 6M | +25.0% | +27.9% | -2.9% | +14.7% |
| YTD | +31.0% | +35.6% | -4.5% | +17.6% |
| 1Y | +65.2% | +48.5% | +16.7% | +43.5% |
| 3Y | +122.5% | +66.9% | +55.6% | +83.2% |
| 5Y | +124.8% | +111.0% | +13.8% | +69.2% |
| 10Y | +298.2% | +244.5% | +53.7% | +143.3% |
| All | +2,704.3% | +1,015.3% | +1,689.1% | +947.1% |
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