+294.4%
TD vs PFGC
+351.0%
-56.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +1.1% | +3.4% | -2.3% | +0.4% |
| 30D | +5.2% | +16.9% | -11.7% | +1.7% |
| 3M | +1.2% | +6.4% | -5.2% | -0.3% |
| 6M | +17.7% | +16.0% | +1.7% | +13.7% |
| YTD | +34.2% | +23.6% | +10.6% | +27.3% |
| 1Y | +55.4% | +16.6% | +38.8% | +49.1% |
| 3Y | +130.4% | +82.3% | +48.1% | +99.1% |
| 5Y | +101.8% | +138.7% | -36.9% | +61.8% |
| All | +294.4% | +351.0% | -56.6% | +185.6% |
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