+104.5%
TFC vs PFGC
+65.1%
+39.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.4% | -2.2% | +4.6% | +3.4% |
| 30D | -1.3% | -11.9% | +10.6% | +4.0% |
| 3M | +6.1% | +5.0% | +1.1% | +3.3% |
| 6M | +7.3% | +8.6% | -1.3% | +2.4% |
| YTD | +8.2% | +9.7% | -1.5% | +1.2% |
| 1Y | +14.4% | -6.3% | +20.7% | +17.0% |
| All | +104.5% | +65.1% | +39.4% | +42.6% |
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