+255.2%
PBF vs TRMB
+109.2%
+146.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.2% | +2.6% | +4.0% |
| 7D | -4.0% | +4.1% | -8.1% | -6.1% |
| 30D | -18.0% | -5.1% | -12.9% | -16.3% |
| 3M | +0.9% | -2.6% | +3.5% | +0.5% |
| 6M | +65.7% | -2.7% | +68.4% | +62.5% |
| YTD | +161.9% | -27.9% | +189.8% | +200.8% |
| 1Y | +77.8% | -29.0% | +106.8% | +105.2% |
| 3Y | +74.9% | +35.0% | +39.9% | +28.5% |
| 5Y | +423.4% | -33.9% | +457.3% | +481.9% |
| 10Y | +255.2% | +106.1% | +149.0% | +61.4% |
| All | +255.2% | +109.2% | +146.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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