-1.1%
TRU vs PFG
+70.6%
-71.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.1% |
| 7D | -2.7% | -0.4% | -2.3% | -2.4% |
| 30D | -2.0% | +2.9% | -4.9% | -4.5% |
| 3M | +18.4% | +6.7% | +11.7% | +11.8% |
| 6M | +8.9% | +33.8% | -24.9% | -15.2% |
| YTD | -8.9% | +35.0% | -43.9% | -29.8% |
| 1Y | -15.9% | +46.4% | -62.3% | -40.1% |
| 3Y | -1.1% | +71.7% | -72.7% | -42.7% |
| All | -1.1% | +70.6% | -71.6% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling