+61.3%
PFGC vs TRU
-2.1%
+63.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -3.7% | -6.5% | +2.8% | -2.3% |
| 30D | -16.0% | -2.5% | -13.5% | -15.6% |
| 3M | -4.1% | +10.4% | -14.5% | -6.7% |
| 6M | +8.7% | +1.6% | +7.1% | +7.4% |
| YTD | +6.4% | -9.7% | +16.0% | +7.6% |
| 1Y | -8.4% | -17.3% | +8.9% | -5.5% |
| All | +61.3% | -2.1% | +63.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling