-10.5%
TLT vs PFGC
+484.2%
-494.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.3% | +15.0% | -15.3% | 0.0% |
| 30D | +3.7% | +17.0% | -13.3% | +4.1% |
| 3M | -0.7% | -2.5% | +1.8% | -0.7% |
| 6M | -4.2% | +19.2% | -23.4% | -3.8% |
| YTD | -4.0% | +23.4% | -27.4% | -3.5% |
| 1Y | -5.8% | +13.9% | -19.7% | -5.5% |
| 3Y | +4.1% | +82.0% | -77.9% | +5.9% |
| 5Y | -34.8% | +128.7% | -163.5% | -32.9% |
| 10Y | -12.3% | +361.5% | -373.9% | -10.8% |
| All | -10.5% | +484.2% | -494.7% | -8.7% |
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