+113.6%
TRMB vs PFG
+247.4%
-133.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -5.4% | -3.0% | -2.4% | -3.8% |
| 30D | -2.0% | +2.5% | -4.4% | -3.5% |
| 3M | +12.3% | +6.1% | +6.3% | +8.4% |
| 6M | -17.6% | +31.3% | -48.9% | -29.6% |
| YTD | -27.5% | +33.6% | -61.0% | -38.7% |
| 1Y | -29.1% | +48.5% | -77.6% | -43.7% |
| 3Y | +11.5% | +69.6% | -58.1% | -18.1% |
| 5Y | -39.5% | +111.5% | -150.9% | -60.6% |
| All | +113.6% | +247.4% | -133.8% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling