+67.7%
PBF vs TRMB
-14.3%
+82.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.6% |
| 7D | +4.3% | -2.5% | +6.8% | +3.5% |
| 30D | +22.0% | +1.5% | +20.5% | +22.7% |
| 3M | +74.5% | +6.8% | +67.7% | +76.3% |
| 6M | +67.7% | -14.9% | +82.6% | +49.8% |
| All | +67.7% | -14.3% | +82.0% | +49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling