-35.6%
TRMB vs PFGC
+129.0%
-164.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.7% |
| 7D | +4.1% | +0.3% | +3.8% | +3.9% |
| 30D | -7.0% | +16.1% | -23.1% | -13.7% |
| 3M | -0.9% | +2.4% | -3.3% | -3.0% |
| 6M | -1.2% | +15.7% | -16.9% | -8.7% |
| YTD | -28.7% | +22.3% | -51.0% | -36.9% |
| 1Y | -32.1% | +13.9% | -45.9% | -37.8% |
| 3Y | +33.4% | +80.3% | -46.9% | -3.2% |
| 5Y | -35.6% | +136.1% | -171.7% | -59.5% |
| All | -35.6% | +129.0% | -164.6% | -59.5% |
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