-11.6%
PFGC vs TRU
-13.7%
+2.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -4.8% | -2.7% | -2.0% | -4.4% |
| 30D | -12.5% | -2.0% | -10.5% | -12.4% |
| 3M | -9.7% | +18.4% | -28.2% | -11.8% |
| 6M | +7.0% | +8.9% | -1.8% | +5.2% |
| YTD | +4.5% | -8.9% | +13.4% | +5.4% |
| 1Y | -11.6% | -15.9% | +4.3% | -10.5% |
| All | -11.6% | -13.7% | +2.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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