+262.2%
TRMB vs PFGC
+419.1%
-156.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.5% | -2.2% | -0.3% | -1.8% |
| 30D | +1.5% | -11.9% | +13.5% | +5.9% |
| 3M | +6.8% | +5.0% | +1.8% | +4.8% |
| 6M | -14.9% | +8.6% | -23.5% | -17.9% |
| YTD | -24.1% | +9.7% | -33.8% | -27.5% |
| 1Y | -25.4% | -6.3% | -19.1% | -24.9% |
| 3Y | +8.0% | +58.2% | -50.2% | -9.1% |
| 5Y | -37.3% | +110.4% | -147.7% | -52.9% |
| 10Y | +116.8% | +272.8% | -155.9% | +20.5% |
| All | +262.2% | +419.1% | -156.9% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling