+411.0%
TSM vs PFGC
+63.1%
+347.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.9% |
| 7D | +6.0% | -2.4% | +8.5% | +6.7% |
| 30D | +4.5% | -15.8% | +20.3% | +9.5% |
| 3M | +3.1% | -0.6% | +3.7% | +2.0% |
| 6M | +30.2% | +10.7% | +19.5% | +23.9% |
| YTD | +45.2% | +7.6% | +37.6% | +39.1% |
| 1Y | +79.6% | -7.8% | +87.4% | +80.4% |
| 3Y | +411.0% | +63.7% | +347.3% | +322.6% |
| All | +411.0% | +63.1% | +347.9% | +322.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling