+328.6%
TMO vs PFGC
+292.9%
+35.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -0.6% | -4.8% | +4.1% | -0.2% |
| 30D | +1.1% | -12.5% | +13.7% | +2.4% |
| 3M | +28.3% | -9.7% | +38.1% | +29.5% |
| 6M | +23.3% | +7.0% | +16.2% | +22.4% |
| YTD | +5.5% | +4.5% | +1.0% | +4.8% |
| 1Y | +24.5% | -11.6% | +36.1% | +25.5% |
| 3Y | +19.6% | +58.5% | -38.9% | +14.5% |
| 5Y | +8.1% | +112.6% | -104.5% | +1.1% |
| All | +328.6% | +292.9% | +35.7% | +298.6% |
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