+957.3%
TT vs PFGC
+287.3%
+669.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +1.4% | -3.7% | +5.1% | +2.2% |
| 30D | -6.7% | -16.0% | +9.3% | -3.1% |
| 3M | -5.4% | -4.1% | -1.3% | -4.8% |
| 6M | +4.4% | +8.7% | -4.3% | +2.1% |
| YTD | +14.9% | +6.4% | +8.6% | +12.6% |
| 1Y | +9.3% | -8.4% | +17.6% | +10.4% |
| 3Y | +121.7% | +61.8% | +60.0% | +96.8% |
| 5Y | +148.2% | +108.7% | +39.4% | +105.7% |
| 10Y | +957.3% | +298.1% | +659.1% | +671.4% |
| All | +957.3% | +287.3% | +669.9% | +671.4% |
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