+2,400.3%
TSM vs PFGC
+484.2%
+1,916.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -2.1% | +15.0% | -17.1% | -4.7% |
| 30D | -12.5% | +17.0% | -29.5% | -15.3% |
| 3M | -5.0% | -2.5% | -2.5% | -5.0% |
| 6M | -3.2% | +19.2% | -22.4% | -7.1% |
| YTD | +31.5% | +23.4% | +8.1% | +25.3% |
| 1Y | +35.7% | +13.9% | +21.8% | +31.1% |
| 3Y | +323.5% | +82.0% | +241.5% | +273.5% |
| 5Y | +263.4% | +128.7% | +134.7% | +205.2% |
| 10Y | +1,598.5% | +361.5% | +1,237.0% | +1,146.8% |
| All | +2,400.3% | +484.2% | +1,916.1% | +1,665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling