+537.0%
TDG vs PFGC
+292.9%
+244.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -1.9% | -4.8% | +2.9% | +0.1% |
| 30D | -7.7% | -12.5% | +4.8% | -2.6% |
| 3M | -9.3% | -9.7% | +0.4% | -5.7% |
| 6M | -9.4% | +7.0% | -16.4% | -12.4% |
| YTD | -14.3% | +4.5% | -18.7% | -17.1% |
| 1Y | -11.8% | -11.6% | -0.2% | -8.9% |
| 3Y | +52.0% | +58.5% | -6.5% | +20.8% |
| 5Y | +128.8% | +112.6% | +16.3% | +55.8% |
| All | +537.0% | +292.9% | +244.1% | +209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling