+60.5%
TEM vs PFGC
+44.4%
+16.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.9% | -2.2% | +3.1% | +2.7% |
| 30D | +38.4% | -11.9% | +50.3% | +52.1% |
| 3M | +23.7% | +5.0% | +18.6% | +16.3% |
| 6M | +26.0% | +8.6% | +17.4% | +13.6% |
| YTD | +9.4% | +9.7% | -0.3% | -5.3% |
| 1Y | -17.3% | -6.3% | -11.0% | -14.4% |
| All | +60.5% | +44.4% | +16.1% | +4.1% |
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