+84.4%
TSM vs PFGC
-5.1%
+89.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +2.7% | -2.2% | +4.9% | +3.1% |
| 30D | +3.6% | -11.9% | +15.5% | +5.5% |
| 3M | -3.4% | +5.0% | -8.4% | -6.3% |
| 6M | +20.6% | +8.6% | +12.0% | +14.5% |
| YTD | +41.9% | +9.7% | +32.2% | +36.6% |
| 1Y | +84.4% | -6.3% | +90.7% | +76.0% |
| All | +84.4% | -5.1% | +89.5% | +76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling