+417.0%
TTMI vs PFGC
+138.1%
+278.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.2% |
| 7D | +11.4% | +3.4% | +8.0% | +10.3% |
| 30D | -28.3% | +16.9% | -45.2% | -33.0% |
| 3M | -46.7% | +6.4% | -53.1% | -48.4% |
| 6M | -56.1% | +16.0% | -72.1% | -59.9% |
| YTD | +7.4% | +23.6% | -16.3% | -4.5% |
| 1Y | +17.4% | +16.6% | +0.8% | +6.8% |
| 3Y | +429.1% | +82.3% | +346.9% | +296.0% |
| All | +417.0% | +138.1% | +278.9% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling