+375.5%
TD vs PFGC
+419.1%
-43.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | +0.3% | -2.2% | +2.5% | +0.8% |
| 30D | +0.4% | -11.9% | +12.3% | +2.8% |
| 3M | +7.6% | +5.0% | +2.6% | +6.4% |
| 6M | +25.0% | +8.6% | +16.4% | +22.5% |
| YTD | +31.0% | +9.7% | +21.3% | +27.7% |
| 1Y | +65.2% | -6.3% | +71.5% | +65.9% |
| 3Y | +122.5% | +58.2% | +64.3% | +99.0% |
| 5Y | +124.8% | +110.4% | +14.4% | +86.3% |
| 10Y | +298.2% | +272.8% | +25.5% | +196.7% |
| All | +375.5% | +419.1% | -43.6% | +248.7% |
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