+9.1%
TE vs PFGC
+82.6%
-73.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.6% |
| 7D | -19.1% | +3.4% | -22.5% | -20.4% |
| 30D | -34.1% | +16.9% | -51.1% | -40.0% |
| 3M | -60.1% | +6.4% | -66.5% | -61.6% |
| 6M | -66.0% | +16.0% | -82.0% | -70.0% |
| YTD | -71.4% | +23.6% | -95.0% | -76.4% |
| 1Y | -45.3% | +16.6% | -61.9% | -52.8% |
| 3Y | +9.1% | +82.3% | -73.1% | -24.1% |
| All | +9.1% | +82.6% | -73.5% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling