+396.5%
TTMI vs PFGC
+351.0%
+45.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.2% |
| 7D | +11.4% | +3.4% | +8.0% | +10.6% |
| 30D | -28.3% | +16.9% | -45.2% | -31.8% |
| 3M | -46.7% | +6.4% | -53.1% | -48.1% |
| 6M | -56.1% | +16.0% | -72.1% | -58.7% |
| YTD | +7.4% | +23.6% | -16.3% | -0.5% |
| 1Y | +17.4% | +16.6% | +0.8% | +10.4% |
| 3Y | +429.1% | +82.3% | +346.9% | +341.5% |
| 5Y | +418.8% | +138.7% | +280.1% | +299.2% |
| All | +396.5% | +351.0% | +45.5% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling