+147.5%
TTMI vs PFG
+49.2%
+98.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.7% |
| 7D | +6.0% | -3.0% | +9.0% | +6.8% |
| 30D | -6.4% | +2.5% | -8.9% | -7.2% |
| 3M | -28.9% | +6.1% | -35.0% | -30.8% |
| 6M | +26.9% | +31.3% | -4.4% | +5.7% |
| YTD | +77.3% | +33.6% | +43.7% | +46.7% |
| 1Y | +147.5% | +48.5% | +99.0% | +100.4% |
| All | +147.5% | +49.2% | +98.3% | +100.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling