+301.1%
TD vs PFGC
+294.6%
+6.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | -2.6% | -4.8% | +2.3% | -1.6% |
| 30D | -1.0% | -17.2% | +16.2% | +2.8% |
| 3M | +5.6% | -6.3% | +12.0% | +6.8% |
| 6M | +27.1% | +8.8% | +18.3% | +24.4% |
| YTD | +29.4% | +4.9% | +24.5% | +27.2% |
| 1Y | +60.7% | -9.5% | +70.2% | +62.6% |
| 3Y | +127.6% | +59.6% | +68.0% | +102.5% |
| 5Y | +125.4% | +113.5% | +11.9% | +85.1% |
| All | +301.1% | +294.6% | +6.4% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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