+96.7%
PFGC vs TPG
+78.6%
+18.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | 0.0% |
| 7D | -3.7% | -6.5% | +2.8% | -1.7% |
| 30D | -16.0% | +0.1% | -16.0% | -16.3% |
| 3M | -4.1% | +14.5% | -18.7% | -9.2% |
| 6M | +8.7% | +17.3% | -8.6% | +1.6% |
| YTD | +6.4% | -20.5% | +26.9% | +12.8% |
| 1Y | -8.4% | -13.2% | +4.9% | -6.6% |
| 3Y | +61.8% | +87.7% | -26.0% | +16.9% |
| All | +96.7% | +78.6% | +18.1% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling