+113.6%
TRMB vs PFGC
+294.6%
-181.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.5% |
| 7D | -5.4% | -4.8% | -0.6% | -3.8% |
| 30D | -2.0% | -17.2% | +15.2% | +4.6% |
| 3M | +12.3% | -6.3% | +18.7% | +14.8% |
| 6M | -17.6% | +8.8% | -26.4% | -20.6% |
| YTD | -27.5% | +4.9% | -32.4% | -29.7% |
| 1Y | -29.1% | -9.5% | -19.6% | -27.8% |
| 3Y | +11.5% | +59.6% | -48.1% | -6.9% |
| 5Y | -39.5% | +113.5% | -153.0% | -55.1% |
| All | +113.6% | +294.6% | -181.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling