+748.9%
TDG vs PFGC
+396.6%
+352.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -2.7% | -4.8% | +2.2% | -0.7% |
| 30D | -9.3% | -17.2% | +7.9% | -2.3% |
| 3M | -7.1% | -6.3% | -0.7% | -4.9% |
| 6M | -11.2% | +8.8% | -20.0% | -14.6% |
| YTD | -15.3% | +4.9% | -20.2% | -18.1% |
| 1Y | -12.5% | -9.5% | -3.0% | -10.4% |
| 3Y | +51.2% | +59.6% | -8.4% | +20.7% |
| 5Y | +126.1% | +113.5% | +12.6% | +55.7% |
| 10Y | +536.2% | +292.8% | +243.4% | +213.0% |
| All | +748.9% | +396.6% | +352.3% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling