+537.0%
TDG vs PFG
+251.1%
+285.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -1.9% | -0.4% | -1.4% | -1.6% |
| 30D | -7.7% | +2.9% | -10.6% | -9.4% |
| 3M | -9.3% | +6.7% | -16.0% | -13.2% |
| 6M | -9.4% | +33.8% | -43.2% | -24.1% |
| YTD | -14.3% | +35.0% | -49.2% | -28.9% |
| 1Y | -11.8% | +46.4% | -58.2% | -30.7% |
| 3Y | +52.0% | +71.7% | -19.7% | +5.2% |
| 5Y | +128.8% | +113.7% | +15.1% | +34.4% |
| All | +537.0% | +251.1% | +285.9% | +152.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling