-83.3%
TTD vs PFGC
+63.1%
-146.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.2% |
| 7D | +1.7% | -2.4% | +4.2% | +2.6% |
| 30D | +1.6% | -15.8% | +17.4% | +7.9% |
| 3M | -27.8% | -0.6% | -27.2% | -28.2% |
| 6M | -52.1% | +10.7% | -62.8% | -54.7% |
| YTD | -63.1% | +7.6% | -70.7% | -65.4% |
| 1Y | -73.1% | -7.8% | -65.2% | -72.3% |
| 3Y | -83.3% | +63.7% | -147.0% | -87.9% |
| All | -83.3% | +63.1% | -146.4% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling