+1,976.2%
TTMI vs PFGC
+409.4%
+1,566.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.5% |
| 7D | +12.2% | -2.4% | +14.6% | +12.8% |
| 30D | -5.7% | -15.8% | +10.0% | -1.6% |
| 3M | -27.5% | -0.6% | -26.9% | -28.1% |
| 6M | +47.1% | +10.7% | +36.5% | +41.7% |
| YTD | +87.5% | +7.6% | +79.8% | +82.1% |
| 1Y | +175.2% | -7.8% | +183.0% | +177.5% |
| 3Y | +901.9% | +63.7% | +838.2% | +770.6% |
| 5Y | +843.5% | +112.3% | +731.2% | +657.1% |
| 10Y | +1,077.0% | +286.7% | +790.3% | +646.5% |
| All | +1,976.2% | +409.4% | +1,566.8% | +1,111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling