-9.3%
TDG vs PFG
+51.4%
-60.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -2.0% | +5.5% | -7.5% | -3.6% |
| 30D | -7.4% | +2.4% | -9.8% | -8.0% |
| 3M | -5.4% | +13.6% | -19.0% | -9.3% |
| 6M | -11.6% | +27.9% | -39.5% | -18.5% |
| YTD | -12.6% | +35.6% | -48.2% | -20.0% |
| 1Y | -9.3% | +48.5% | -57.8% | -18.0% |
| All | -9.3% | +51.4% | -60.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling