+273.1%
TSM vs PFGC
+111.4%
+161.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +2.7% | -2.2% | +4.9% | +3.5% |
| 30D | +3.6% | -11.9% | +15.5% | +7.7% |
| 3M | -3.4% | +5.0% | -8.4% | -5.8% |
| 6M | +20.6% | +8.6% | +12.0% | +16.0% |
| YTD | +41.9% | +9.7% | +32.2% | +35.5% |
| 1Y | +84.4% | -6.3% | +90.7% | +85.2% |
| 3Y | +380.2% | +58.2% | +322.0% | +294.5% |
| All | +273.1% | +111.4% | +161.8% | +169.1% |
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 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