-10.5%
TEM vs PFGC
+12.5%
-23.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +13.5% | -16.3% | -3.0% |
| 7D | -1.3% | +13.9% | -15.2% | -1.4% |
| 30D | -9.5% | +18.4% | -27.9% | -9.9% |
| 3M | +60.7% | -2.5% | +63.2% | +65.4% |
| 6M | +35.5% | +26.0% | +9.4% | +31.4% |
| YTD | +28.0% | +21.9% | +6.2% | +27.5% |
| 1Y | -10.5% | +13.4% | -23.9% | -8.4% |
| All | -10.5% | +12.5% | -23.0% | -8.4% |
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