+61.3%
PFGC vs TCOM
+8.5%
+52.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -3.7% | -10.2% | +6.5% | -2.9% |
| 30D | -16.0% | -16.8% | +0.9% | -14.7% |
| 3M | -4.1% | -16.7% | +12.5% | -2.9% |
| 6M | +8.7% | -27.1% | +35.8% | +11.3% |
| YTD | +6.4% | -45.5% | +51.9% | +10.9% |
| 1Y | -8.4% | -45.9% | +37.5% | -4.4% |
| All | +61.3% | +8.5% | +52.9% | +61.5% |
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