-84.3%
TE vs PFGC
+138.1%
-222.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.6% |
| 7D | -19.1% | +3.4% | -22.5% | -20.5% |
| 30D | -34.1% | +16.9% | -51.1% | -40.4% |
| 3M | -60.1% | +6.4% | -66.5% | -61.9% |
| 6M | -66.0% | +16.0% | -82.0% | -69.9% |
| YTD | -71.4% | +23.6% | -95.0% | -76.0% |
| 1Y | -45.3% | +16.6% | -61.9% | -52.6% |
| 3Y | +9.1% | +82.3% | -73.1% | -28.1% |
| All | -84.3% | +138.1% | -222.4% | -91.5% |
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