+213.6%
TRI vs PFGC
+409.4%
-195.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -6.3% |
| 7D | -7.1% | -2.4% | -4.7% | -6.8% |
| 30D | -2.3% | -15.8% | +13.4% | -0.2% |
| 3M | +19.6% | -0.6% | +20.2% | +19.7% |
| 6M | -8.7% | +10.7% | -19.4% | -10.1% |
| YTD | -22.3% | +7.6% | -29.9% | -23.5% |
| 1Y | -40.7% | -7.8% | -32.9% | -40.4% |
| 3Y | -17.8% | +63.7% | -81.5% | -24.1% |
| 5Y | -8.5% | +112.3% | -120.8% | -19.5% |
| 10Y | +192.6% | +286.7% | -94.1% | +132.9% |
| All | +213.6% | +409.4% | -195.8% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling