-33.7%
TLT vs PFGC
+110.5%
-144.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.4% | -2.4% | +2.8% | +0.5% |
| 30D | -0.3% | -15.8% | +15.5% | +0.1% |
| 3M | -1.7% | -0.6% | -1.1% | -1.7% |
| 6M | -4.9% | +10.7% | -15.6% | -5.2% |
| YTD | -2.8% | +7.6% | -10.4% | -3.0% |
| 1Y | -4.2% | -7.8% | +3.6% | -4.2% |
| 3Y | -1.1% | +63.7% | -64.8% | -1.9% |
| 5Y | -33.7% | +112.3% | -146.0% | -33.0% |
| All | -33.7% | +110.5% | -144.2% | -33.0% |
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 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