+558.1%
PBR vs TRMB
-39.0%
+597.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +17.5% | -1.8% | +19.3% | +17.7% |
| 3M | +20.9% | +8.4% | +12.5% | +19.0% |
| 6M | +20.2% | -18.5% | +38.8% | +23.9% |
| YTD | +84.3% | -26.7% | +111.0% | +93.1% |
| 1Y | +77.1% | -28.3% | +105.4% | +85.7% |
| 3Y | +100.8% | +12.6% | +88.2% | +90.4% |
| All | +558.1% | -39.0% | +597.1% | +634.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling