+524.6%
TRI vs PFG
+674.6%
-150.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.1% |
| 7D | -7.1% | +6.0% | -13.1% | -8.4% |
| 30D | -2.3% | +2.2% | -4.5% | -2.8% |
| 3M | +19.6% | +10.4% | +9.2% | +16.7% |
| 6M | -8.7% | +27.8% | -36.5% | -14.3% |
| YTD | -22.3% | +33.6% | -55.9% | -27.9% |
| 1Y | -40.7% | +49.3% | -90.0% | -46.6% |
| 3Y | -17.8% | +69.7% | -87.5% | -29.3% |
| 5Y | -8.5% | +111.3% | -119.8% | -27.1% |
| 10Y | +192.6% | +240.3% | -47.7% | +91.4% |
| All | +524.6% | +674.6% | -150.0% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling