-37.4%
TRMB vs PFG
+110.7%
-148.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.2% |
| 7D | -0.3% | +6.0% | -6.3% | -4.2% |
| 30D | -1.2% | +2.2% | -3.4% | -2.9% |
| 3M | +9.6% | +10.4% | -0.8% | +2.1% |
| 6M | -16.1% | +27.8% | -43.9% | -29.3% |
| YTD | -25.0% | +33.6% | -58.6% | -38.9% |
| 1Y | -27.7% | +49.3% | -77.0% | -45.5% |
| 3Y | +15.3% | +69.7% | -54.4% | -21.5% |
| 5Y | -37.4% | +111.3% | -148.8% | -62.4% |
| All | -37.4% | +110.7% | -148.1% | -62.4% |
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 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