+361.1%
TTD vs PFGC
+294.7%
+66.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -4.6% | -3.7% | -0.9% | -3.3% |
| 30D | +3.7% | -16.0% | +19.6% | +10.1% |
| 3M | -30.2% | -4.1% | -26.1% | -29.4% |
| 6M | -51.4% | +8.7% | -60.1% | -53.4% |
| YTD | -63.4% | +6.4% | -69.8% | -65.0% |
| 1Y | -73.5% | -8.4% | -65.1% | -73.3% |
| 3Y | -83.5% | +61.8% | -145.2% | -86.5% |
| 5Y | -80.9% | +108.7% | -189.6% | -85.7% |
| All | +361.1% | +294.7% | +66.5% | +167.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling