+396.5%
TTMI vs PFG
+184.0%
+212.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | +11.4% | +2.4% | +9.0% | +10.2% |
| 30D | -28.3% | +5.9% | -34.2% | -30.5% |
| 3M | -46.7% | -0.4% | -46.2% | -47.0% |
| 6M | -56.1% | +14.8% | -71.0% | -60.0% |
| YTD | +7.4% | +31.9% | -24.6% | -8.7% |
| 1Y | +17.4% | +38.8% | -21.4% | -2.5% |
| 3Y | +429.1% | +82.4% | +346.8% | +280.9% |
| 5Y | +418.8% | +94.7% | +324.1% | +259.1% |
| All | +396.5% | +184.0% | +212.6% | +159.7% |
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