-9.5%
PFGC vs TW
-14.0%
+4.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -4.8% | -2.7% | -2.1% | -4.7% |
| 30D | -17.2% | -1.7% | -15.5% | -17.1% |
| 3M | -6.3% | +1.6% | -7.9% | -6.2% |
| 6M | +8.8% | -17.7% | +26.5% | +10.1% |
| YTD | +4.9% | -4.3% | +9.3% | +4.9% |
| 1Y | -9.5% | -13.1% | +3.6% | -8.0% |
| All | -9.5% | -14.0% | +4.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling