+108.7%
PFGC vs TW
+20.0%
+88.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -16.0% | -0.6% | -15.4% | -15.8% |
| 3M | -4.1% | +3.4% | -7.5% | -5.5% |
| 6M | +8.7% | -18.4% | +27.2% | +14.7% |
| YTD | +6.4% | -3.9% | +10.3% | +6.0% |
| 1Y | -8.4% | -13.3% | +5.0% | -5.5% |
| 3Y | +61.8% | +20.8% | +40.9% | +40.7% |
| 5Y | +108.7% | +20.3% | +88.4% | +80.2% |
| All | +108.7% | +20.0% | +88.7% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling