+145.2%
TE vs PFGC
-10.1%
+155.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.6% |
| 7D | +0.2% | -4.8% | +5.0% | 0.0% |
| 30D | -5.9% | -12.5% | +6.6% | -6.6% |
| 3M | -45.6% | -9.7% | -35.8% | -46.2% |
| 6M | -43.4% | +7.0% | -50.4% | -45.4% |
| YTD | -31.0% | +4.5% | -35.5% | -28.8% |
| 1Y | +145.2% | -11.6% | +156.8% | +147.6% |
| All | +145.2% | -10.1% | +155.3% | +147.6% |
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