-28.3%
TRMB vs PFG
+47.8%
-76.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -1.9% |
| 7D | -2.9% | +3.2% | -6.1% | -4.5% |
| 30D | -1.8% | +0.9% | -2.7% | -2.3% |
| 3M | +8.4% | +7.7% | +0.7% | +3.9% |
| 6M | -18.5% | +29.0% | -47.5% | -29.6% |
| YTD | -26.7% | +32.5% | -59.2% | -37.8% |
| 1Y | -28.3% | +47.3% | -75.6% | -41.9% |
| All | -28.3% | +47.8% | -76.1% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling