-45.4%
TE vs PFGC
+111.7%
-157.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.3% |
| 7D | +15.0% | -3.7% | +18.7% | +17.3% |
| 30D | -7.5% | -16.0% | +8.4% | +2.2% |
| 3M | -42.0% | -4.1% | -37.8% | -41.6% |
| 6M | -31.4% | +8.7% | -40.1% | -37.0% |
| YTD | -26.5% | +6.4% | -32.8% | -31.9% |
| 1Y | +153.1% | -8.4% | +161.5% | +155.8% |
| 3Y | -20.7% | +61.8% | -82.4% | -43.0% |
| 5Y | -45.4% | +108.7% | -154.2% | -66.5% |
| All | -45.4% | +111.7% | -157.1% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling