+16.2%
TFC vs PFGC
+15.6%
+0.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | +2.3% | +3.4% | -1.2% | +1.7% |
| 30D | +10.8% | +16.9% | -6.1% | +8.0% |
| 3M | -3.8% | +6.4% | -10.2% | -4.9% |
| 6M | +9.6% | +16.0% | -6.4% | +7.4% |
| YTD | +5.8% | +23.6% | -17.8% | +1.9% |
| 1Y | +16.2% | +16.6% | -0.4% | +13.9% |
| All | +16.2% | +15.6% | +0.6% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling