+387.4%
TD vs PFGC
+478.7%
-91.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +5.0% | +16.1% | -11.2% | +1.7% |
| 3M | +1.1% | +2.4% | -1.3% | +0.4% |
| 6M | +16.5% | +15.7% | +0.7% | +12.6% |
| YTD | +34.3% | +22.3% | +12.0% | +27.8% |
| 1Y | +52.9% | +13.9% | +39.0% | +47.5% |
| 3Y | +132.2% | +80.3% | +51.9% | +102.1% |
| 5Y | +101.9% | +136.1% | -34.2% | +63.5% |
| 10Y | +302.0% | +347.9% | -45.9% | +191.0% |
| All | +387.4% | +478.7% | -91.3% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling