+100.0%
PBR vs TRMB
+11.9%
+88.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | +0.3% | -2.9% | +3.2% | +0.6% |
| 30D | +17.5% | -1.8% | +19.3% | +17.7% |
| 3M | +20.9% | +8.4% | +12.5% | +19.3% |
| 6M | +20.2% | -18.5% | +38.8% | +23.9% |
| YTD | +84.3% | -26.7% | +111.0% | +93.2% |
| 1Y | +77.1% | -28.3% | +105.4% | +85.7% |
| All | +100.0% | +11.9% | +88.1% | +91.1% |
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