+127.9%
TT vs PFGC
+121.6%
+6.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.9% |
| 7D | -2.0% | +8.5% | -10.5% | -4.7% |
| 30D | -14.0% | +15.0% | -29.0% | -18.0% |
| 3M | -15.9% | -6.2% | -9.7% | -14.6% |
| 6M | -17.3% | +15.7% | -33.1% | -21.8% |
| YTD | +4.0% | +19.6% | -15.6% | -3.4% |
| 1Y | -7.1% | +13.2% | -20.3% | -12.2% |
| 3Y | +90.2% | +77.0% | +13.3% | +52.1% |
| All | +127.9% | +121.6% | +6.3% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling