+107.2%
PFGC vs TDY
+39.0%
+68.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -1.0% |
| 7D | -4.8% | -1.1% | -3.6% | -4.2% |
| 30D | -12.5% | -12.0% | -0.5% | -6.9% |
| 3M | -9.7% | -3.2% | -6.5% | -8.7% |
| 6M | +7.0% | -7.9% | +14.9% | +10.5% |
| YTD | +4.5% | +18.2% | -13.8% | -6.1% |
| 1Y | -11.6% | +6.7% | -18.2% | -16.3% |
| 3Y | +58.5% | +47.5% | +10.9% | +21.7% |
| All | +107.2% | +39.0% | +68.2% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling