+339.7%
PFGC vs TMF
-84.4%
+424.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +8.5% | +1.2% | +7.3% | +8.6% |
| 30D | +15.0% | +19.7% | -4.7% | +16.3% |
| 3M | -6.2% | -2.1% | -4.1% | -6.3% |
| 6M | +15.7% | -13.4% | +29.2% | +14.7% |
| YTD | +19.6% | -16.7% | +36.3% | +18.2% |
| 1Y | +13.2% | -23.3% | +36.5% | +11.2% |
| 3Y | +77.0% | -24.8% | +101.8% | +76.2% |
| 5Y | +121.5% | -88.0% | +209.5% | +72.5% |
| All | +339.7% | -84.4% | +424.1% | +288.2% |
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