-84.6%
TTD vs PFGC
+135.8%
-220.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.0% | +11.5% | +13.1% |
| 7D | +19.0% | +10.8% | +8.1% | +11.4% |
| 30D | +23.6% | +17.8% | +5.8% | +11.5% |
| 3M | +8.2% | -2.7% | +10.9% | +9.1% |
| 6M | -35.3% | +20.0% | -55.3% | -43.4% |
| YTD | -60.7% | +24.3% | -85.0% | -67.6% |
| 1Y | -65.3% | +13.2% | -78.5% | -69.4% |
| 3Y | -80.6% | +85.9% | -166.5% | -88.8% |
| 5Y | -84.6% | +141.0% | -225.7% | -93.0% |
| All | -84.6% | +135.8% | -220.4% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling