-21.8%
PCG vs TRMB
-30.2%
+8.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.0% | +4.1% | -6.0% | -2.1% |
| 30D | -2.7% | -7.0% | +4.3% | -2.7% |
| 3M | -25.1% | -0.9% | -24.1% | -25.2% |
| 6M | -22.3% | -1.2% | -21.1% | -22.6% |
| YTD | -18.5% | -28.7% | +10.3% | -17.8% |
| 1Y | -21.8% | -32.1% | +10.2% | -21.6% |
| All | -21.8% | -30.2% | +8.4% | -21.6% |
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 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