+363.2%
PFGC vs TCOM
+5.9%
+357.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +3.4% | -1.8% | +5.2% | +3.9% |
| 30D | +16.9% | +12.1% | +4.8% | +13.5% |
| 3M | +6.4% | -3.2% | +9.6% | +7.2% |
| 6M | +16.0% | -16.6% | +32.6% | +20.9% |
| YTD | +23.6% | -39.4% | +63.0% | +38.9% |
| 1Y | +16.6% | -41.5% | +58.1% | +32.1% |
| 3Y | +82.3% | +24.4% | +57.9% | +54.9% |
| 5Y | +138.7% | +41.6% | +97.1% | +76.0% |
| All | +363.2% | +5.9% | +357.4% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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