+145.7%
TRU vs PFG
+251.1%
-105.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | -2.0% | +2.9% | -4.9% | -3.6% |
| 3M | +18.4% | +6.7% | +11.7% | +14.3% |
| 6M | +8.9% | +33.8% | -24.9% | -6.9% |
| YTD | -8.9% | +35.0% | -43.9% | -22.6% |
| 1Y | -15.9% | +46.4% | -62.3% | -31.8% |
| 3Y | -1.1% | +71.7% | -72.7% | -25.3% |
| 5Y | -35.2% | +113.7% | -148.9% | -56.0% |
| All | +145.7% | +251.1% | -105.4% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling