+1,089.1%
TTMI vs PFGC
+485.1%
+604.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -48.0% |
| 6M | -56.1% | +16.0% | -72.1% | -58.7% |
| YTD | +7.4% | +23.6% | -16.3% | -0.3% |
| 1Y | +17.4% | +16.6% | +0.8% | +10.5% |
| 3Y | +429.1% | +82.3% | +346.9% | +342.9% |
| 5Y | +418.8% | +138.7% | +280.1% | +301.0% |
| 10Y | +411.2% | +352.8% | +58.4% | +209.0% |
| All | +1,089.1% | +485.1% | +604.0% | +562.9% |
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