-36.1%
TRMB vs PFG
+91.8%
-127.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.2% |
| 7D | +4.1% | +0.1% | +3.9% | +3.9% |
| 30D | -7.0% | +5.0% | -11.9% | -10.7% |
| 3M | -0.9% | +0.1% | -1.0% | -2.2% |
| 6M | -1.2% | +13.8% | -15.0% | -11.0% |
| YTD | -28.7% | +31.2% | -60.0% | -42.1% |
| 1Y | -32.1% | +37.1% | -69.1% | -46.5% |
| 3Y | +33.4% | +80.6% | -47.2% | -14.6% |
| All | -36.1% | +91.8% | -127.8% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling