+13.5%
TRMB vs PFG
+70.6%
-57.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.8% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | +2.3% | +2.9% | -0.6% | +0.3% |
| 3M | +15.3% | +6.7% | +8.6% | +10.1% |
| 6M | -14.7% | +33.8% | -48.5% | -30.3% |
| YTD | -26.4% | +35.0% | -61.4% | -40.5% |
| 1Y | -30.4% | +46.4% | -76.8% | -47.0% |
| 3Y | +13.5% | +71.7% | -58.1% | -24.4% |
| All | +13.5% | +70.6% | -57.0% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling