+126.1%
TDG vs PFG
+108.9%
+17.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -2.7% | -3.0% | +0.3% | -1.2% |
| 30D | -9.3% | +2.5% | -11.8% | -10.5% |
| 3M | -7.1% | +6.1% | -13.1% | -10.1% |
| 6M | -11.2% | +31.3% | -42.4% | -22.8% |
| YTD | -15.3% | +33.6% | -48.8% | -27.2% |
| 1Y | -12.5% | +48.5% | -61.0% | -29.2% |
| 3Y | +51.2% | +69.6% | -18.4% | +10.6% |
| 5Y | +126.1% | +111.5% | +14.7% | +43.8% |
| All | +126.1% | +108.9% | +17.2% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling