+2,005.1%
TRMB vs PFG
+1,015.3%
+989.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -2.5% | +5.5% | -8.1% | -4.6% |
| 30D | +1.5% | +2.4% | -0.8% | +0.5% |
| 3M | +6.8% | +13.6% | -6.8% | +1.4% |
| 6M | -14.9% | +27.9% | -42.8% | -22.9% |
| YTD | -24.1% | +35.6% | -59.6% | -32.8% |
| 1Y | -25.4% | +48.5% | -73.9% | -36.3% |
| 3Y | +8.0% | +66.9% | -58.9% | -11.7% |
| 5Y | -37.3% | +111.0% | -148.3% | -53.0% |
| 10Y | +116.8% | +244.5% | -127.7% | +30.6% |
| All | +2,005.1% | +1,015.3% | +989.8% | +566.2% |
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