+285.5%
PFGC vs TDY
+479.2%
-193.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -1.3% |
| 7D | -4.8% | -1.1% | -3.6% | -4.0% |
| 30D | -12.5% | -12.0% | -0.5% | -3.9% |
| 3M | -9.7% | -3.2% | -6.5% | -8.3% |
| 6M | +7.0% | -7.9% | +14.9% | +12.0% |
| YTD | +4.5% | +18.2% | -13.8% | -10.8% |
| 1Y | -11.6% | +6.7% | -18.2% | -18.8% |
| 3Y | +58.5% | +47.5% | +10.9% | +7.6% |
| 5Y | +112.6% | +39.5% | +73.1% | +47.3% |
| All | +285.5% | +479.2% | -193.8% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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