+78.1%
PCG vs TRMB
+3,067.4%
-2,989.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.0% |
| 7D | -1.6% | -16.7% | +15.1% | 0.0% |
| 30D | +1.4% | -9.9% | +11.3% | +2.2% |
| 3M | -23.4% | -7.6% | -15.8% | -23.0% |
| 6M | -19.4% | -14.7% | -4.7% | -18.5% |
| YTD | -18.5% | -30.9% | +12.4% | -16.0% |
| 1Y | -19.5% | -31.3% | +11.8% | -17.1% |
| 3Y | -21.0% | +29.4% | -50.4% | -23.8% |
| 5Y | +13.7% | -37.4% | +51.1% | +16.5% |
| 10Y | -77.2% | +109.2% | -186.3% | -78.9% |
| All | +78.1% | +3,067.4% | -2,989.3% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling