-10.5%
PCG vs TRMB
+8.5%
-19.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.6% |
| 7D | -13.9% | -2.5% | -11.3% | -13.5% |
| 30D | -16.9% | +1.5% | -18.4% | -17.0% |
| 3M | -14.7% | +6.8% | -21.5% | -15.6% |
| 6M | -23.8% | -14.9% | -8.9% | -22.0% |
| YTD | -10.5% | -24.1% | +13.6% | -6.7% |
| 1Y | -5.1% | -25.4% | +20.3% | -1.0% |
| All | -10.5% | +8.5% | -19.1% | -12.6% |
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 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