+736.3%
TT vs PFGC
+351.0%
+385.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +4.0% | +3.4% | +0.6% | +3.3% |
| 30D | -11.3% | +16.9% | -28.2% | -14.6% |
| 3M | -12.3% | +6.4% | -18.7% | -13.8% |
| 6M | -10.8% | +16.0% | -26.9% | -14.3% |
| YTD | +8.2% | +23.6% | -15.5% | +2.1% |
| 1Y | +1.5% | +16.6% | -15.1% | -3.0% |
| 3Y | +91.5% | +82.3% | +9.2% | +64.9% |
| 5Y | +130.2% | +138.7% | -8.5% | +84.9% |
| All | +736.3% | +351.0% | +385.3% | +493.5% |
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