+148.7%
PEG vs TRMB
+113.5%
+35.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -0.1% | -2.9% | +2.8% | +0.5% |
| 30D | -1.7% | -1.8% | 0.0% | -1.5% |
| 3M | -6.8% | +8.4% | -15.2% | -8.5% |
| 6M | -11.4% | -18.5% | +7.2% | -8.3% |
| YTD | -7.2% | -26.7% | +19.5% | -2.2% |
| 1Y | -6.1% | -28.3% | +22.2% | -0.8% |
| 3Y | +31.8% | +12.6% | +19.2% | +24.4% |
| 5Y | +35.6% | -38.7% | +74.3% | +42.8% |
| 10Y | +148.7% | +120.8% | +28.0% | +82.6% |
| All | +148.7% | +113.5% | +35.2% | +82.6% |
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 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