+1,124.0%
TTMI vs PFG
+251.1%
+872.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.8% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -8.4% | +2.9% | -11.3% | -10.0% |
| 3M | -32.5% | +6.7% | -39.2% | -35.4% |
| 6M | +32.5% | +33.8% | -1.3% | +12.8% |
| YTD | +83.2% | +35.0% | +48.3% | +54.9% |
| 1Y | +161.7% | +46.4% | +115.3% | +112.4% |
| 3Y | +890.1% | +71.7% | +818.5% | +637.7% |
| 5Y | +832.4% | +113.7% | +718.8% | +518.8% |
| All | +1,124.0% | +251.1% | +872.9% | +439.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling