-9.8%
TRI vs PFGC
+110.3%
-120.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -7.9% | -4.8% | -3.1% | -7.2% |
| 30D | -4.5% | -12.5% | +8.0% | -2.7% |
| 3M | +22.1% | -9.7% | +31.8% | +24.0% |
| 6M | -2.8% | +7.0% | -9.8% | -3.7% |
| YTD | -23.4% | +4.5% | -27.9% | -24.4% |
| 1Y | -41.5% | -11.6% | -29.9% | -40.5% |
| 3Y | -19.2% | +58.5% | -77.7% | -26.8% |
| All | -9.8% | +110.3% | -120.1% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling