-64.4%
TTD vs PFGC
+11.2%
-75.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | +19.9% | +15.0% | +4.9% | +20.6% |
| 30D | +27.6% | +17.0% | +10.7% | +28.6% |
| 3M | +15.2% | -2.5% | +17.6% | +13.5% |
| 6M | -33.2% | +19.2% | -52.4% | -31.7% |
| YTD | -59.4% | +23.4% | -82.8% | -58.6% |
| 1Y | -64.4% | +13.9% | -78.2% | -62.7% |
| All | -64.4% | +11.2% | -75.6% | -62.7% |
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