-72.2%
TTD vs PFGC
-5.1%
-67.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.5% |
| 7D | +6.3% | -2.2% | +8.5% | +6.0% |
| 30D | -23.9% | -11.9% | -12.0% | -25.2% |
| 3M | -31.4% | +5.0% | -36.4% | -30.2% |
| 6M | -42.7% | +8.6% | -51.3% | -41.5% |
| YTD | -62.0% | +9.7% | -71.7% | -61.1% |
| 1Y | -72.2% | -6.3% | -65.9% | -71.7% |
| All | -72.2% | -5.1% | -67.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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