+112.7%
PFGC vs TMF
-87.5%
+200.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | -11.9% | -2.8% | -9.1% | -11.9% |
| 3M | +5.0% | -10.9% | +15.9% | +5.4% |
| 6M | +8.6% | -21.3% | +29.9% | +9.3% |
| YTD | +9.7% | -15.9% | +25.6% | +10.3% |
| 1Y | -6.3% | -15.7% | +9.4% | -5.8% |
| 3Y | +58.2% | -43.4% | +101.6% | +59.0% |
| All | +112.7% | -87.5% | +200.2% | +82.4% |
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