+508.5%
TTD vs PFG
+184.0%
+324.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.1% |
| 7D | +21.3% | +2.4% | +18.9% | +19.9% |
| 30D | +28.7% | +5.9% | +22.9% | +25.1% |
| 3M | +7.7% | -0.4% | +8.1% | +8.3% |
| 6M | -23.5% | +14.8% | -38.3% | -28.7% |
| YTD | -58.7% | +31.9% | -90.6% | -64.6% |
| 1Y | -63.4% | +38.8% | -102.2% | -69.6% |
| 3Y | -75.3% | +82.4% | -157.7% | -82.6% |
| 5Y | -84.4% | +94.7% | -179.1% | -89.1% |
| All | +508.5% | +184.0% | +324.5% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling