-72.2%
TTD vs PFG
+51.4%
-123.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -3.5% |
| 7D | +6.3% | +5.5% | +0.8% | +3.3% |
| 30D | -23.9% | +2.4% | -26.3% | -24.7% |
| 3M | -31.4% | +13.6% | -45.0% | -34.7% |
| 6M | -42.7% | +27.9% | -70.6% | -47.1% |
| YTD | -62.0% | +35.6% | -97.5% | -65.5% |
| 1Y | -72.2% | +48.5% | -120.7% | -75.2% |
| All | -72.2% | +51.4% | -123.6% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling