+36.0%
TSM vs PFGC
+12.5%
+23.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +13.5% | -15.8% | -3.0% |
| 7D | -10.0% | +13.9% | -23.8% | -10.8% |
| 30D | -18.5% | +18.4% | -36.9% | -19.9% |
| 3M | -4.9% | -2.5% | -2.4% | -3.6% |
| 6M | -1.0% | +26.0% | -27.0% | -7.7% |
| YTD | +31.3% | +21.9% | +9.4% | +25.4% |
| 1Y | +36.0% | +13.4% | +22.6% | +27.0% |
| All | +36.0% | +12.5% | +23.5% | +27.0% |
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