+1,876.3%
TRMB vs PFG
+979.8%
+896.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +4.1% | +0.1% | +3.9% | +4.0% |
| 30D | -7.0% | +5.0% | -11.9% | -9.1% |
| 3M | -0.9% | +0.1% | -1.0% | -1.6% |
| 6M | -1.2% | +13.8% | -15.0% | -6.8% |
| YTD | -28.7% | +31.2% | -60.0% | -36.4% |
| 1Y | -32.1% | +37.1% | -69.1% | -40.4% |
| 3Y | +33.4% | +80.6% | -47.2% | +5.3% |
| 5Y | -35.6% | +93.7% | -129.3% | -50.4% |
| 10Y | +103.8% | +185.5% | -81.8% | +30.3% |
| All | +1,876.3% | +979.8% | +896.5% | +529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling