-9.4%
TLT vs PFGC
+419.1%
-428.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -0.4% | -2.2% | +1.8% | -0.5% |
| 30D | -0.6% | -11.9% | +11.4% | -0.8% |
| 3M | -2.7% | +5.0% | -7.7% | -2.6% |
| 6M | -5.6% | +8.6% | -14.2% | -5.4% |
| YTD | -2.8% | +9.7% | -12.5% | -2.5% |
| 1Y | -1.4% | -6.3% | +4.9% | -1.5% |
| 3Y | -1.6% | +58.2% | -59.8% | -0.2% |
| 5Y | -33.8% | +110.4% | -144.3% | -31.9% |
| 10Y | -21.1% | +272.8% | -293.9% | -19.9% |
| All | -9.4% | +419.1% | -428.5% | -7.8% |
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 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