+3,857.4%
TDY vs PFG
+999.6%
+2,857.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -0.9% | +6.0% | -6.9% | -3.1% |
| 30D | -12.5% | +2.2% | -14.7% | -13.3% |
| 3M | -1.2% | +10.4% | -11.6% | -5.1% |
| 6M | -6.6% | +27.8% | -34.4% | -15.0% |
| YTD | +18.5% | +33.6% | -15.2% | +5.9% |
| 1Y | +10.8% | +49.3% | -38.5% | -5.1% |
| 3Y | +47.5% | +69.7% | -22.2% | +19.3% |
| 5Y | +35.8% | +111.3% | -75.5% | +0.1% |
| 10Y | +459.0% | +240.3% | +218.7% | +234.2% |
| All | +3,857.4% | +999.6% | +2,857.7% | +1,160.1% |
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