+203.6%
TGT vs PFGC
+292.9%
-89.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -5.2% | -4.8% | -0.5% | -4.5% |
| 30D | +1.2% | -12.5% | +13.7% | +3.2% |
| 3M | +18.4% | -9.7% | +28.1% | +20.1% |
| 6M | +33.4% | +7.0% | +26.4% | +31.8% |
| YTD | +63.8% | +4.5% | +59.3% | +61.9% |
| 1Y | +77.2% | -11.6% | +88.7% | +79.5% |
| 3Y | +41.8% | +58.5% | -16.7% | +31.7% |
| 5Y | -25.5% | +112.6% | -138.1% | -33.5% |
| All | +203.6% | +292.9% | -89.3% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling