-9.7%
TRU vs PFG
+51.4%
-61.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.1% |
| 7D | -6.8% | +5.5% | -12.3% | -9.5% |
| 30D | 0.0% | +2.4% | -2.3% | -1.3% |
| 3M | +13.3% | +13.6% | -0.3% | +5.1% |
| 6M | +3.4% | +27.9% | -24.4% | -10.4% |
| YTD | -6.4% | +35.6% | -41.9% | -19.9% |
| 1Y | -9.7% | +48.5% | -58.2% | -23.8% |
| All | -9.7% | +51.4% | -61.1% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling