+75.4%
TSM vs PFGC
-8.5%
+84.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +4.8% | -3.7% | +8.5% | +5.4% |
| 30D | +4.0% | -16.0% | +20.0% | +6.7% |
| 3M | +2.0% | -4.1% | +6.1% | +1.0% |
| 6M | +25.5% | +8.7% | +16.8% | +19.1% |
| YTD | +44.0% | +6.4% | +37.7% | +39.2% |
| 1Y | +75.4% | -8.4% | +83.8% | +68.1% |
| All | +75.4% | -8.5% | +84.0% | +68.1% |
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 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