+662.0%
PBR vs TRMB
+121.9%
+540.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.4% |
| 7D | +5.4% | -3.0% | +8.4% | +6.6% |
| 30D | +22.9% | +2.3% | +20.5% | +21.4% |
| 3M | +19.6% | +15.3% | +4.3% | +11.4% |
| 6M | +16.5% | -14.7% | +31.2% | +22.4% |
| YTD | +86.7% | -26.4% | +113.1% | +107.5% |
| 1Y | +74.7% | -30.4% | +105.1% | +97.6% |
| 3Y | +102.6% | +13.5% | +89.0% | +72.9% |
| 5Y | +566.6% | -38.6% | +605.2% | +656.5% |
| All | +662.0% | +121.9% | +540.2% | +246.6% |
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