-80.7%
TTD vs PFGC
+114.2%
-195.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -1.8% |
| 7D | +1.7% | -2.4% | +4.2% | +3.2% |
| 30D | +1.6% | -15.8% | +17.4% | +11.7% |
| 3M | -27.8% | -0.6% | -27.2% | -28.3% |
| 6M | -52.1% | +10.7% | -62.8% | -55.9% |
| YTD | -63.1% | +7.6% | -70.7% | -66.2% |
| 1Y | -73.1% | -7.8% | -65.2% | -72.8% |
| 3Y | -83.3% | +63.7% | -147.0% | -89.0% |
| All | -80.7% | +114.2% | -195.0% | -90.1% |
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 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