+97.2%
TFC vs PFGC
+287.3%
-190.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.3% | -3.7% | +2.4% | 0.0% |
| 30D | -2.3% | -16.0% | +13.6% | +3.7% |
| 3M | +2.5% | -4.1% | +6.6% | +3.8% |
| 6M | +9.5% | +8.7% | +0.8% | +5.6% |
| YTD | +5.1% | +6.4% | -1.3% | +1.4% |
| 1Y | +15.5% | -8.4% | +23.8% | +17.4% |
| 3Y | +95.2% | +61.8% | +33.4% | +61.8% |
| 5Y | +14.5% | +108.7% | -94.2% | -15.2% |
| 10Y | +97.2% | +298.1% | -200.9% | +28.0% |
| All | +97.2% | +287.3% | -190.1% | +28.0% |
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