+74.7%
PBR vs TRMB
-28.6%
+103.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.6% |
| 7D | +5.4% | -3.0% | +8.4% | +5.0% |
| 30D | +22.9% | +2.3% | +20.5% | +23.3% |
| 3M | +19.6% | +15.3% | +4.3% | +21.7% |
| 6M | +16.5% | -14.7% | +31.2% | +16.0% |
| YTD | +86.7% | -26.4% | +113.1% | +82.4% |
| 1Y | +74.7% | -30.4% | +105.1% | +67.4% |
| All | +74.7% | -28.6% | +103.3% | +67.4% |
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