+734.7%
TT vs PFGC
+366.4%
+368.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.8% | +15.0% | -14.2% | -2.4% |
| 30D | -11.8% | +17.0% | -28.8% | -15.0% |
| 3M | -11.6% | -2.5% | -9.1% | -11.5% |
| 6M | -9.3% | +19.2% | -28.5% | -13.3% |
| YTD | +8.9% | +23.4% | -14.6% | +2.9% |
| 1Y | -2.2% | +13.9% | -16.1% | -6.0% |
| 3Y | +91.9% | +82.0% | +9.9% | +65.3% |
| 5Y | +136.0% | +128.7% | +7.3% | +91.0% |
| 10Y | +734.7% | +361.5% | +373.2% | +491.8% |
| All | +734.7% | +366.4% | +368.3% | +491.8% |
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