+508.5%
TTD vs PFGC
+351.0%
+157.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +21.3% | +3.4% | +17.9% | +20.0% |
| 30D | +28.7% | +16.9% | +11.8% | +21.5% |
| 3M | +7.7% | +6.4% | +1.3% | +4.9% |
| 6M | -23.5% | +16.0% | -39.5% | -28.1% |
| YTD | -58.7% | +23.6% | -82.3% | -62.7% |
| 1Y | -63.4% | +16.6% | -80.0% | -66.3% |
| 3Y | -75.3% | +82.3% | -157.6% | -80.7% |
| 5Y | -84.4% | +138.7% | -223.1% | -88.7% |
| All | +508.5% | +351.0% | +157.5% | +245.9% |
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