+365.8%
TTD vs PFG
+237.8%
+128.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | +1.7% | +6.0% | -4.3% | -1.5% |
| 30D | +1.6% | +2.2% | -0.6% | +0.4% |
| 3M | -27.8% | +10.4% | -38.2% | -31.5% |
| 6M | -52.1% | +27.8% | -79.9% | -58.2% |
| YTD | -63.1% | +33.6% | -96.7% | -68.7% |
| 1Y | -73.1% | +49.3% | -122.4% | -78.6% |
| 3Y | -83.3% | +69.7% | -153.0% | -87.8% |
| 5Y | -80.6% | +111.3% | -192.0% | -87.1% |
| All | +365.8% | +237.8% | +128.0% | +60.7% |
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