+82.3%
PFGC vs TCOM
+26.7%
+55.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +3.4% | -1.8% | +5.2% | +3.6% |
| 30D | +16.9% | +12.1% | +4.8% | +15.8% |
| 3M | +6.4% | -3.2% | +9.6% | +6.6% |
| 6M | +16.0% | -16.6% | +32.6% | +17.5% |
| YTD | +23.6% | -39.4% | +63.0% | +27.7% |
| 1Y | +16.6% | -41.5% | +58.1% | +20.8% |
| 3Y | +82.3% | +24.4% | +57.9% | +76.7% |
| All | +82.3% | +26.7% | +55.6% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling