+467.2%
TDY vs PFG
+251.1%
+216.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.7% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -12.0% | +2.9% | -14.9% | -13.4% |
| 3M | -3.2% | +6.7% | -9.9% | -6.7% |
| 6M | -7.9% | +33.8% | -41.6% | -20.6% |
| YTD | +18.2% | +35.0% | -16.7% | +1.1% |
| 1Y | +6.7% | +46.4% | -39.8% | -12.6% |
| 3Y | +47.5% | +71.7% | -24.1% | +9.7% |
| 5Y | +39.5% | +113.7% | -74.2% | -9.5% |
| All | +467.2% | +251.1% | +216.1% | +137.9% |
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 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