+146.0%
TT vs PFGC
+111.4%
+34.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | -7.2% | -11.9% | +4.8% | -3.6% |
| 3M | -3.0% | +5.0% | -8.0% | -4.9% |
| 6M | +1.4% | +8.6% | -7.2% | -1.9% |
| YTD | +15.9% | +9.7% | +6.2% | +11.2% |
| 1Y | +9.4% | -6.3% | +15.7% | +10.2% |
| 3Y | +124.4% | +58.2% | +66.2% | +87.7% |
| All | +146.0% | +111.4% | +34.7% | +83.3% |
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