+285.5%
PFGC vs TCOM
-9.8%
+295.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | -4.8% | -4.9% | +0.1% | -3.5% |
| 30D | -12.5% | -14.4% | +1.9% | -8.9% |
| 3M | -9.7% | -17.7% | +7.9% | -5.5% |
| 6M | +7.0% | -25.1% | +32.1% | +14.8% |
| YTD | +4.5% | -45.7% | +50.2% | +20.9% |
| 1Y | -11.6% | -47.9% | +36.3% | +3.3% |
| 3Y | +58.5% | +8.9% | +49.5% | +39.4% |
| 5Y | +112.6% | +26.9% | +85.7% | +60.5% |
| All | +285.5% | -9.8% | +295.3% | +184.0% |
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