+113.5%
PFGC vs TCOM
+21.5%
+92.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | -4.8% | -6.5% | +1.7% | -3.8% |
| 30D | -17.2% | -16.2% | -1.0% | -14.9% |
| 3M | -6.3% | -19.3% | +13.0% | -3.4% |
| 6M | +8.8% | -27.2% | +36.1% | +14.1% |
| YTD | +4.9% | -46.2% | +51.1% | +14.7% |
| 1Y | -9.5% | -46.6% | +37.1% | -1.0% |
| 3Y | +59.6% | +8.4% | +51.2% | +47.4% |
| 5Y | +113.5% | +25.8% | +87.7% | +81.3% |
| All | +113.5% | +21.5% | +92.0% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling