+14.6%
PFGC vs TMF
-22.6%
+37.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +10.8% | +0.6% | +10.2% | +10.6% |
| 30D | +17.8% | +16.3% | +1.5% | +13.1% |
| 3M | -2.7% | -2.7% | 0.0% | -2.3% |
| 6M | +20.0% | -13.2% | +33.2% | +25.0% |
| YTD | +24.3% | -16.7% | +41.0% | +31.5% |
| All | +14.6% | -22.6% | +37.2% | +22.3% |
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