+419.1%
PFGC vs TRU
+243.9%
+175.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +2.2% |
| 7D | -2.2% | -6.8% | +4.6% | +0.8% |
| 30D | -11.9% | 0.0% | -12.0% | -12.2% |
| 3M | +5.0% | +13.3% | -8.3% | -2.0% |
| 6M | +8.6% | +3.4% | +5.2% | +4.8% |
| YTD | +9.7% | -6.4% | +16.1% | +9.3% |
| 1Y | -6.3% | -9.7% | +3.4% | -6.0% |
| 3Y | +58.2% | +0.1% | +58.1% | +39.1% |
| 5Y | +110.4% | -34.0% | +144.5% | +134.3% |
| 10Y | +272.8% | +147.9% | +124.9% | +163.8% |
| All | +419.1% | +243.9% | +175.2% | +272.4% |
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