-80.5%
TE vs PFGC
+112.6%
-193.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.2% |
| 7D | -19.1% | +3.4% | -22.5% | -19.5% |
| 30D | -34.1% | +16.9% | -51.1% | -36.1% |
| 3M | -60.1% | +6.4% | -66.5% | -60.7% |
| 6M | -66.0% | +16.0% | -82.0% | -67.1% |
| YTD | -71.4% | +23.6% | -95.0% | -72.8% |
| 1Y | -45.3% | +16.6% | -61.9% | -47.4% |
| 3Y | +9.1% | +82.3% | -73.1% | -1.3% |
| 5Y | -82.6% | +138.7% | -221.3% | -84.7% |
| All | -80.5% | +112.6% | -193.2% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling