+96.4%
PBF vs TRMB
-31.7%
+128.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.4% |
| 7D | +6.5% | +2.8% | +3.6% | +6.6% |
| 30D | -20.0% | -5.9% | -14.1% | -19.1% |
| 3M | -3.3% | -3.3% | 0.0% | -1.4% |
| 6M | +76.8% | +1.3% | +75.5% | +81.4% |
| YTD | +168.9% | -29.0% | +197.9% | +165.9% |
| 1Y | +96.4% | -27.8% | +124.1% | +89.7% |
| All | +96.4% | -31.7% | +128.1% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling