+45.9%
TEM vs PFGC
+38.1%
+7.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.1% |
| 7D | -9.2% | -4.8% | -4.3% | -5.5% |
| 30D | +5.5% | -17.2% | +22.7% | +21.9% |
| 3M | +18.7% | -6.3% | +25.1% | +23.2% |
| 6M | +15.4% | +8.8% | +6.6% | +3.1% |
| YTD | -0.5% | +4.9% | -5.5% | -10.8% |
| 1Y | -24.8% | -9.5% | -15.4% | -20.4% |
| All | +45.9% | +38.1% | +7.8% | -2.0% |
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