-19.2%
TRI vs PFG
+70.6%
-89.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.4% |
| 7D | -7.9% | -0.4% | -7.4% | -7.7% |
| 30D | -4.5% | +2.9% | -7.4% | -5.3% |
| 3M | +22.1% | +6.7% | +15.4% | +20.0% |
| 6M | -2.8% | +33.8% | -36.5% | -9.4% |
| YTD | -23.4% | +35.0% | -58.4% | -28.8% |
| 1Y | -41.5% | +46.4% | -87.9% | -46.7% |
| 3Y | -19.2% | +71.7% | -90.9% | -29.6% |
| All | -19.2% | +70.6% | -89.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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