+485.1%
PFGC vs TRU
+249.5%
+235.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +16.9% | +21.3% | -4.4% | +6.9% |
| 3M | +6.4% | +0.2% | +6.2% | +5.4% |
| 6M | +16.0% | +22.4% | -6.4% | +3.5% |
| YTD | +23.6% | -4.8% | +28.5% | +21.6% |
| 1Y | +16.6% | -0.2% | +16.8% | +11.7% |
| 3Y | +82.3% | +57.9% | +24.4% | +26.7% |
| 5Y | +138.7% | -26.1% | +164.9% | +147.2% |
| 10Y | +352.8% | +184.8% | +168.0% | +209.1% |
| All | +485.1% | +249.5% | +235.6% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling