+137.4%
PFGC vs TW
+41.2%
+96.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +3.4% | +3.9% | -0.5% | +2.3% |
| 30D | +16.9% | +19.9% | -3.0% | +11.1% |
| 3M | +6.4% | +25.9% | -19.5% | -0.4% |
| 6M | +16.0% | +21.1% | -5.1% | +9.4% |
| YTD | +23.6% | +23.9% | -0.3% | +14.6% |
| 1Y | +16.6% | +21.2% | -4.6% | +8.9% |
| 3Y | +82.3% | +44.8% | +37.5% | +52.3% |
| All | +137.4% | +41.2% | +96.2% | +92.3% |
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