-19.8%
TLT vs PFGC
+287.3%
-307.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -0.3% | -3.7% | +3.4% | -0.4% |
| 30D | 0.0% | -16.0% | +15.9% | -0.4% |
| 3M | -2.9% | -4.1% | +1.3% | -2.9% |
| 6M | -6.3% | +8.7% | -15.0% | -6.0% |
| YTD | -3.3% | +6.4% | -9.7% | -3.1% |
| 1Y | -4.2% | -8.4% | +4.2% | -4.4% |
| 3Y | -1.7% | +61.8% | -63.4% | -0.1% |
| 5Y | -34.9% | +108.7% | -143.6% | -32.9% |
| 10Y | -19.8% | +298.1% | -317.9% | -19.2% |
| All | -19.8% | +287.3% | -307.1% | -19.2% |
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