+122.4%
TD vs PFGC
+111.7%
+10.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -1.9% | -3.7% | +1.8% | -1.1% |
| 30D | -1.6% | -16.0% | +14.4% | +1.9% |
| 3M | +4.6% | -4.1% | +8.8% | +5.3% |
| 6M | +26.8% | +8.7% | +18.1% | +24.0% |
| YTD | +28.3% | +6.4% | +22.0% | +25.5% |
| 1Y | +60.4% | -8.4% | +68.8% | +62.0% |
| 3Y | +125.7% | +61.8% | +64.0% | +96.7% |
| 5Y | +122.4% | +108.7% | +13.7% | +79.4% |
| All | +122.4% | +111.7% | +10.7% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling