-85.4%
TTD vs PFG
+91.4%
-176.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +2.3% |
| 7D | +5.2% | -0.6% | +5.9% | +5.7% |
| 30D | +6.9% | +2.0% | +4.9% | +5.3% |
| 3M | -26.8% | -3.2% | -23.7% | -24.6% |
| 6M | -46.1% | +10.9% | -57.1% | -50.3% |
| YTD | -65.9% | +28.8% | -94.8% | -72.4% |
| 1Y | -71.8% | +39.2% | -111.0% | -78.7% |
| 3Y | -83.3% | +75.0% | -158.4% | -90.3% |
| All | -85.4% | +91.4% | -176.8% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling