+96.7%
TFC vs PFGC
+84.2%
+12.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.0% | +0.4% |
| 7D | +0.3% | +10.8% | -10.5% | -3.9% |
| 30D | +9.2% | +17.8% | -8.6% | +2.0% |
| 3M | -2.9% | -2.7% | -0.2% | -2.1% |
| 6M | +3.5% | +20.0% | -16.5% | -4.9% |
| YTD | +5.4% | +24.3% | -18.9% | -6.3% |
| 1Y | +17.3% | +13.2% | +4.1% | +9.8% |
| 3Y | +96.7% | +85.9% | +10.8% | +39.5% |
| All | +96.7% | +84.2% | +12.4% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling