-25.8%
TE vs PFGC
+12.5%
-38.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +13.5% | -17.1% | -2.1% |
| 7D | +3.8% | +13.9% | -10.0% | +5.1% |
| 30D | -26.2% | +18.4% | -44.6% | -25.2% |
| 3M | -49.7% | -2.5% | -47.2% | -49.5% |
| 6M | -46.5% | +26.0% | -72.5% | -47.8% |
| YTD | -59.1% | +21.9% | -81.0% | -56.2% |
| 1Y | -25.8% | +13.4% | -39.2% | -24.4% |
| All | -25.8% | +12.5% | -38.3% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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