+191.1%
TRI vs PFGC
+292.9%
-101.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -7.9% | -4.8% | -3.1% | -7.3% |
| 30D | -4.5% | -12.5% | +8.0% | -2.8% |
| 3M | +22.1% | -9.7% | +31.8% | +23.8% |
| 6M | -2.8% | +7.0% | -9.8% | -3.8% |
| YTD | -23.4% | +4.5% | -27.9% | -24.3% |
| 1Y | -41.5% | -11.6% | -29.9% | -40.9% |
| 3Y | -19.2% | +58.5% | -77.7% | -25.2% |
| 5Y | -9.4% | +112.6% | -122.0% | -20.4% |
| All | +191.1% | +292.9% | -101.8% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling