+12,981.4%
TDG vs PFG
+336.8%
+12,644.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.0% |
| 7D | -0.9% | +6.0% | -6.9% | -2.9% |
| 30D | -6.5% | +2.2% | -8.8% | -7.3% |
| 3M | -5.1% | +10.4% | -15.4% | -8.3% |
| 6M | -11.5% | +27.8% | -39.3% | -18.6% |
| YTD | -13.9% | +33.6% | -47.5% | -22.0% |
| 1Y | -11.5% | +49.3% | -60.7% | -22.9% |
| 3Y | +53.7% | +69.7% | -16.1% | +27.1% |
| 5Y | +135.5% | +111.3% | +24.2% | +81.2% |
| 10Y | +535.2% | +240.3% | +294.9% | +318.7% |
| All | +12,981.4% | +336.8% | +12,644.7% | +6,742.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling