+353.0%
PFGC vs TMF
-81.8%
+434.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.5% | -3.4% | +4.9% | +1.3% |
| 30D | +17.4% | +11.5% | +5.9% | +18.2% |
| 3M | -2.4% | -4.5% | +2.1% | -2.7% |
| 6M | +18.2% | -15.0% | +33.2% | +17.0% |
| YTD | +23.7% | -19.9% | +43.5% | +21.9% |
| 1Y | +15.0% | -26.6% | +41.5% | +12.6% |
| 3Y | +82.3% | -29.8% | +112.2% | +80.4% |
| 5Y | +131.9% | -88.2% | +220.1% | +79.0% |
| 10Y | +353.0% | -81.4% | +434.4% | +268.7% |
| All | +353.0% | -81.8% | +434.8% | +268.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling