-76.7%
PCG vs TRMB
+105.8%
-182.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.0% |
| 7D | -1.1% | -17.0% | +15.9% | +4.2% |
| 30D | +0.1% | -9.0% | +9.1% | +2.2% |
| 3M | -24.4% | -8.1% | -16.3% | -23.2% |
| 6M | -17.7% | -10.1% | -7.6% | -16.2% |
| YTD | -17.4% | -30.2% | +12.8% | -9.0% |
| 1Y | -19.4% | -30.7% | +11.3% | -11.2% |
| 3Y | -18.6% | +32.6% | -51.2% | -31.4% |
| 5Y | +10.2% | -38.1% | +48.4% | +20.9% |
| 10Y | -76.7% | +98.9% | -175.6% | -84.2% |
| All | -76.7% | +105.8% | -182.5% | -84.2% |
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