+56.0%
PBF vs TRMB
+13.0%
+43.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +3.6% |
| 7D | +2.4% | -0.3% | +2.6% | +2.4% |
| 30D | +24.9% | -1.2% | +26.1% | +25.0% |
| 3M | +81.9% | +9.6% | +72.3% | +75.1% |
| 6M | +79.4% | -16.1% | +95.5% | +89.0% |
| YTD | +188.3% | -25.0% | +213.3% | +217.2% |
| 1Y | +177.3% | -27.7% | +204.9% | +208.8% |
| 3Y | +56.0% | +15.3% | +40.7% | +42.7% |
| All | +56.0% | +13.0% | +43.0% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling