+124.9%
TFC vs PFGC
+419.1%
-294.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.4% | -2.2% | +4.6% | +3.2% |
| 30D | -1.3% | -11.9% | +10.6% | +2.9% |
| 3M | +6.1% | +5.0% | +1.1% | +4.0% |
| 6M | +7.3% | +8.6% | -1.3% | +3.7% |
| YTD | +8.2% | +9.7% | -1.5% | +3.5% |
| 1Y | +14.4% | -6.3% | +20.7% | +15.4% |
| 3Y | +93.7% | +58.2% | +35.5% | +62.8% |
| 5Y | +16.4% | +110.4% | -94.0% | -13.1% |
| 10Y | +101.6% | +272.8% | -171.2% | +30.0% |
| All | +124.9% | +419.1% | -294.2% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling