-63.4%
TTD vs PFGC
+15.6%
-79.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +21.3% | +3.4% | +17.9% | +21.3% |
| 30D | +28.7% | +16.9% | +11.8% | +29.7% |
| 3M | +7.7% | +6.4% | +1.3% | +7.2% |
| 6M | -23.5% | +16.0% | -39.5% | -22.2% |
| YTD | -58.7% | +23.6% | -82.3% | -57.9% |
| 1Y | -63.4% | +16.6% | -80.0% | -62.1% |
| All | -63.4% | +15.6% | -79.0% | -62.1% |
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