+5,454.3%
TT vs PFG
+1,015.3%
+4,439.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.2% |
| 7D | -0.2% | +5.5% | -5.8% | -2.5% |
| 30D | -7.4% | +2.4% | -9.7% | -8.4% |
| 3M | -3.2% | +13.6% | -16.8% | -8.6% |
| 6M | +1.1% | +27.9% | -26.8% | -9.1% |
| YTD | +15.6% | +35.6% | -19.9% | +1.3% |
| 1Y | +9.2% | +48.5% | -39.3% | -8.1% |
| 3Y | +124.4% | +66.9% | +57.5% | +77.9% |
| 5Y | +138.0% | +111.0% | +27.1% | +69.2% |
| 10Y | +886.4% | +244.5% | +641.9% | +441.1% |
| All | +5,454.3% | +1,015.3% | +4,439.0% | +1,435.0% |
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