+15.6%
TFC vs PFGC
+110.5%
-94.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.4% |
| 7D | +2.2% | -2.4% | +4.7% | +3.3% |
| 30D | -2.5% | -15.8% | +13.3% | +4.4% |
| 3M | +4.5% | -0.6% | +5.1% | +4.4% |
| 6M | +11.0% | +10.7% | +0.3% | +5.5% |
| YTD | +5.9% | +7.6% | -1.7% | +0.8% |
| 1Y | +14.6% | -7.8% | +22.4% | +16.8% |
| 3Y | +96.7% | +63.7% | +33.0% | +55.6% |
| 5Y | +15.6% | +112.3% | -96.7% | -19.4% |
| All | +15.6% | +110.5% | -94.9% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling