+245.7%
TSM vs PFGC
+135.8%
+109.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.3% |
| 7D | -2.5% | +10.8% | -13.4% | -5.9% |
| 30D | -14.3% | +17.8% | -32.1% | -19.0% |
| 3M | -7.2% | -2.7% | -4.5% | -6.9% |
| 6M | -5.1% | +20.0% | -25.2% | -12.1% |
| YTD | +28.9% | +24.3% | +4.6% | +17.4% |
| 1Y | +37.1% | +13.2% | +23.9% | +28.9% |
| 3Y | +341.5% | +85.9% | +255.6% | +238.8% |
| 5Y | +245.7% | +141.0% | +104.7% | +134.0% |
| All | +245.7% | +135.8% | +109.9% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling