+527.9%
TTD vs PFGC
+363.4%
+164.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +20.8% | +1.5% | +19.3% | +20.3% |
| 30D | +33.8% | +17.4% | +16.4% | +26.1% |
| 3M | +17.8% | -2.4% | +20.3% | +18.2% |
| 6M | -25.7% | +18.2% | -44.0% | -30.7% |
| YTD | -57.9% | +23.7% | -81.6% | -62.0% |
| 1Y | -63.8% | +15.0% | -78.8% | -66.5% |
| 3Y | -75.0% | +82.3% | -157.4% | -80.5% |
| 5Y | -82.5% | +131.9% | -214.5% | -87.3% |
| 10Y | +527.9% | +353.0% | +174.9% | +258.7% |
| All | +527.9% | +363.4% | +164.5% | +258.7% |
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 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