+419.1%
PFGC vs TCOM
+28.9%
+390.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -2.2% | -9.5% | +7.3% | +0.2% |
| 30D | -11.9% | -10.7% | -1.2% | -9.5% |
| 3M | +5.0% | -14.6% | +19.6% | +8.6% |
| 6M | +8.6% | -19.3% | +27.9% | +13.8% |
| YTD | +9.7% | -42.9% | +52.6% | +24.3% |
| 1Y | -6.3% | -43.8% | +37.5% | +6.4% |
| 3Y | +58.2% | +2.1% | +56.1% | +44.1% |
| 5Y | +110.4% | +31.2% | +79.2% | +62.3% |
| 10Y | +272.8% | -13.9% | +286.7% | +179.0% |
| All | +419.1% | +28.9% | +390.2% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling