+558.1%
TTD vs PFG
+195.4%
+362.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.0% |
| 7D | +19.9% | +3.0% | +17.0% | +18.2% |
| 30D | +27.6% | +8.2% | +19.5% | +22.5% |
| 3M | +15.2% | +2.7% | +12.5% | +13.8% |
| 6M | -33.2% | +17.2% | -50.4% | -38.5% |
| YTD | -59.4% | +34.8% | -94.1% | -65.6% |
| 1Y | -64.4% | +43.6% | -107.9% | -70.9% |
| 3Y | -75.9% | +85.4% | -161.3% | -83.2% |
| 5Y | -82.6% | +102.2% | -184.8% | -88.1% |
| 10Y | +558.1% | +190.2% | +367.9% | +244.0% |
| All | +558.1% | +195.4% | +362.7% | +244.0% |
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