+113.5%
PFGC vs TRU
-36.7%
+150.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.8% | -9.4% | +4.5% | -2.1% |
| 30D | -17.2% | -4.1% | -13.1% | -16.3% |
| 3M | -6.3% | +13.6% | -19.9% | -10.5% |
| 6M | +8.8% | +3.6% | +5.3% | +6.4% |
| YTD | +4.9% | -9.8% | +14.7% | +6.3% |
| 1Y | -9.5% | -13.6% | +4.1% | -7.4% |
| 3Y | +59.6% | -2.0% | +61.5% | +52.6% |
| 5Y | +113.5% | -35.8% | +149.3% | +152.9% |
| All | +113.5% | -36.7% | +150.2% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling