+17.4%
TPR vs PFGC
-5.1%
+22.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.4% |
| 30D | -23.0% | -11.9% | -11.0% | -19.1% |
| 3M | -12.5% | +5.0% | -17.5% | -13.0% |
| 6M | -21.4% | +8.6% | -30.0% | -23.5% |
| YTD | -3.5% | +9.7% | -13.2% | -7.3% |
| 1Y | +17.4% | -6.3% | +23.6% | +16.1% |
| All | +17.4% | -5.1% | +22.5% | +16.1% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling