+1,815.4%
TSM vs PFGC
+287.3%
+1,528.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +4.8% | -3.7% | +8.5% | +5.5% |
| 30D | +4.0% | -16.0% | +20.0% | +7.3% |
| 3M | +2.0% | -4.1% | +6.1% | +2.4% |
| 6M | +25.5% | +8.7% | +16.8% | +23.0% |
| YTD | +44.0% | +6.4% | +37.7% | +41.5% |
| 1Y | +75.4% | -8.4% | +83.8% | +76.9% |
| 3Y | +406.7% | +61.8% | +345.0% | +357.8% |
| 5Y | +285.0% | +108.7% | +176.3% | +229.7% |
| 10Y | +1,815.4% | +298.1% | +1,517.3% | +1,364.4% |
| All | +1,815.4% | +287.3% | +1,528.1% | +1,364.4% |
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