+6.1%
TLT vs PFGC
+84.2%
-78.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -0.2% |
| 7D | +0.3% | +10.8% | -10.6% | -0.4% |
| 30D | +5.1% | +17.8% | -12.7% | +4.0% |
| 3M | -0.2% | -2.7% | +2.5% | -0.2% |
| 6M | -2.9% | +20.0% | -22.9% | -4.1% |
| YTD | -2.7% | +24.3% | -27.0% | -4.2% |
| 1Y | -4.6% | +13.2% | -17.8% | -5.7% |
| 3Y | +6.1% | +85.9% | -79.8% | 0.0% |
| All | +6.1% | +84.2% | -78.1% | 0.0% |
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