+218.5%
TRU vs PFG
+227.0%
-8.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.1% |
| 7D | -7.2% | +6.0% | -13.2% | -10.1% |
| 30D | -2.8% | +2.2% | -5.0% | -4.0% |
| 3M | +13.0% | +10.4% | +2.7% | +7.1% |
| 6M | +0.7% | +27.8% | -27.1% | -11.6% |
| YTD | -9.0% | +33.6% | -42.6% | -22.0% |
| 1Y | -16.3% | +49.3% | -65.6% | -32.6% |
| 3Y | -1.1% | +69.7% | -70.8% | -24.5% |
| 5Y | -36.0% | +111.3% | -147.4% | -56.1% |
| 10Y | +139.9% | +240.3% | -100.4% | +17.5% |
| All | +218.5% | +227.0% | -8.5% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling