+379.4%
TTD vs PFGC
+307.1%
+72.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.2% |
| 7D | +6.3% | -2.2% | +8.5% | +7.2% |
| 30D | -23.9% | -11.9% | -12.0% | -20.6% |
| 3M | -31.4% | +5.0% | -36.4% | -32.9% |
| 6M | -42.7% | +8.6% | -51.3% | -45.0% |
| YTD | -62.0% | +9.7% | -71.7% | -64.0% |
| 1Y | -72.2% | -6.3% | -65.9% | -72.2% |
| 3Y | -81.9% | +58.2% | -140.2% | -85.2% |
| 5Y | -81.5% | +110.4% | -192.0% | -86.2% |
| All | +379.4% | +307.1% | +72.3% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling