+816.3%
TTMI vs PFGC
+108.3%
+708.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.5% |
| 7D | +7.5% | -3.7% | +11.2% | +9.0% |
| 30D | -4.5% | -16.0% | +11.5% | +1.7% |
| 3M | -28.5% | -4.1% | -24.4% | -28.7% |
| 6M | +28.4% | +8.7% | +19.6% | +20.9% |
| YTD | +80.1% | +6.4% | +73.7% | +71.6% |
| 1Y | +161.0% | -8.4% | +169.4% | +162.7% |
| 3Y | +862.4% | +61.8% | +800.7% | +671.4% |
| All | +816.3% | +108.3% | +708.0% | +565.1% |
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