+14.7%
PFGC vs TMF
-26.7%
+41.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.6% |
| 7D | +15.0% | -1.1% | +16.1% | +15.5% |
| 30D | +17.0% | +11.8% | +5.2% | +13.7% |
| 3M | -2.5% | -4.0% | +1.6% | -1.5% |
| 6M | +19.2% | -16.5% | +35.7% | +25.9% |
| YTD | +23.4% | -19.9% | +43.3% | +32.4% |
| All | +14.7% | -26.7% | +41.4% | +24.6% |
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