+137.4%
PFGC vs TMF
-88.6%
+226.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +3.4% | -9.3% | +12.7% | +3.8% |
| 30D | +16.9% | +1.9% | +15.0% | +16.9% |
| 3M | +6.4% | -11.2% | +17.6% | +6.9% |
| 6M | +16.0% | -17.7% | +33.7% | +16.8% |
| YTD | +23.6% | -24.5% | +48.1% | +24.8% |
| 1Y | +16.6% | -29.4% | +46.0% | +17.9% |
| 3Y | +82.3% | -33.4% | +115.7% | +84.1% |
| All | +137.4% | -88.6% | +226.0% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling