+75.7%
TFC vs PFGC
+351.0%
-275.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +2.3% | +3.4% | -1.2% | +1.1% |
| 30D | +10.8% | +16.9% | -6.1% | +4.6% |
| 3M | -3.8% | +6.4% | -10.2% | -6.3% |
| 6M | +9.6% | +16.0% | -6.4% | +3.2% |
| YTD | +5.8% | +23.6% | -17.8% | -3.6% |
| 1Y | +16.2% | +16.6% | -0.4% | +8.0% |
| 3Y | +96.0% | +82.3% | +13.7% | +55.0% |
| 5Y | +1.7% | +138.7% | -137.0% | -28.4% |
| All | +75.7% | +351.0% | -275.3% | +9.3% |
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