+93.2%
PFGC vs TPG
+74.1%
+19.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.9% |
| 7D | -4.8% | -9.4% | +4.7% | -1.8% |
| 30D | -12.5% | -5.3% | -7.3% | -11.4% |
| 3M | -9.7% | +12.9% | -22.6% | -14.1% |
| 6M | +7.0% | +20.1% | -13.1% | -0.9% |
| YTD | +4.5% | -22.5% | +27.0% | +11.7% |
| 1Y | -11.6% | -19.7% | +8.1% | -7.3% |
| 3Y | +58.5% | +81.2% | -22.7% | +15.9% |
| All | +93.2% | +74.1% | +19.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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