+13.4%
PFGC vs TMF
-23.9%
+37.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +2.5% | +11.1% | +12.7% |
| 7D | +13.9% | +4.0% | +9.9% | +12.7% |
| 30D | +18.4% | +19.5% | -1.1% | +13.0% |
| 3M | -2.5% | -3.5% | +1.0% | -1.9% |
| 6M | +26.0% | -10.6% | +36.6% | +29.6% |
| YTD | +21.9% | -17.1% | +38.9% | +28.8% |
| 1Y | +13.4% | -24.3% | +37.6% | +20.6% |
| All | +13.4% | -23.9% | +37.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling