-48.5%
TE vs PFGC
+85.1%
-133.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.9% | +11.9% | +10.3% |
| 7D | +18.2% | -2.4% | +20.7% | +18.7% |
| 30D | -13.5% | -15.8% | +2.3% | -10.8% |
| 3M | -44.6% | -0.6% | -44.0% | -44.8% |
| 6M | -24.7% | +10.7% | -35.4% | -26.6% |
| YTD | -24.3% | +7.6% | -31.9% | -25.8% |
| 1Y | +155.6% | -7.8% | +163.4% | +156.7% |
| 3Y | -18.3% | +63.7% | -82.0% | -24.4% |
| 5Y | -41.3% | +112.3% | -153.6% | -47.1% |
| All | -48.5% | +85.1% | -133.6% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling