+139.3%
PFGC vs TW
+209.8%
-70.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -4.8% | -2.7% | -2.1% | -3.7% |
| 30D | -17.2% | -1.7% | -15.5% | -16.6% |
| 3M | -6.3% | +1.6% | -7.9% | -7.8% |
| 6M | +8.8% | -17.7% | +26.5% | +16.9% |
| YTD | +4.9% | -4.3% | +9.3% | +4.4% |
| 1Y | -9.5% | -13.1% | +3.6% | -6.0% |
| 3Y | +59.6% | +20.3% | +39.3% | +33.3% |
| 5Y | +113.5% | +22.0% | +91.6% | +71.9% |
| All | +139.3% | +209.8% | -70.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling