+409.2%
TMO vs PFGC
+396.6%
+12.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -2.5% | -4.8% | +2.4% | -2.0% |
| 30D | -0.3% | -17.2% | +16.9% | +1.4% |
| 3M | +25.3% | -6.3% | +31.6% | +26.0% |
| 6M | +20.9% | +8.8% | +12.0% | +19.8% |
| YTD | +4.3% | +4.9% | -0.6% | +3.6% |
| 1Y | +27.0% | -9.5% | +36.5% | +27.8% |
| 3Y | +17.5% | +59.6% | -42.1% | +12.3% |
| 5Y | +6.9% | +113.5% | -106.6% | -0.3% |
| 10Y | +332.0% | +292.8% | +39.2% | +294.7% |
| All | +409.2% | +396.6% | +12.6% | +348.9% |
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