-38.7%
TRMB vs PFGC
+111.7%
-150.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | -2.9% | -3.7% | +0.8% | -1.3% |
| 30D | -1.8% | -16.0% | +14.2% | +5.6% |
| 3M | +8.4% | -4.1% | +12.5% | +10.1% |
| 6M | -18.5% | +8.7% | -27.2% | -22.2% |
| YTD | -26.7% | +6.4% | -33.1% | -30.1% |
| 1Y | -28.3% | -8.4% | -19.9% | -26.8% |
| 3Y | +12.6% | +61.8% | -49.2% | -11.8% |
| 5Y | -38.7% | +108.7% | -147.4% | -57.7% |
| All | -38.7% | +111.7% | -150.4% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling