+88.5%
TEM vs PFGC
+61.0%
+27.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.3% | -3.8% |
| 7D | +7.8% | +0.3% | +7.5% | +7.7% |
| 30D | +11.2% | +16.1% | -4.9% | -0.1% |
| 3M | +39.0% | +2.4% | +36.6% | +36.3% |
| 6M | +61.6% | +15.7% | +45.9% | +40.7% |
| YTD | +28.5% | +22.3% | +6.2% | +2.4% |
| 1Y | +6.7% | +13.9% | -7.1% | -7.7% |
| All | +88.5% | +61.0% | +27.6% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling