+281.9%
PBF vs TRMB
+86.6%
+195.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.4% | -5.3% |
| 7D | -15.3% | -16.6% | +1.3% | -7.9% |
| 30D | -21.8% | -8.9% | -12.9% | -18.7% |
| 3M | -0.2% | -6.3% | +6.1% | +1.4% |
| 6M | +63.6% | -10.0% | +73.6% | +67.2% |
| YTD | +147.5% | -30.1% | +177.6% | +183.5% |
| 1Y | +69.8% | -31.3% | +101.1% | +95.5% |
| 3Y | +65.3% | +30.8% | +34.5% | +31.3% |
| 5Y | +393.4% | -35.9% | +429.3% | +447.4% |
| 10Y | +240.3% | +101.7% | +138.6% | +107.6% |
| All | +281.9% | +86.6% | +195.3% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling