+167.5%
PEG vs TRMB
+102.3%
+65.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +4.5% | +2.8% | +1.7% | +4.0% |
| 30D | +7.5% | -5.9% | +13.4% | +8.2% |
| 3M | +0.8% | -3.3% | +4.1% | +0.8% |
| 6M | 0.0% | +1.3% | -1.3% | -1.2% |
| YTD | -3.0% | -29.0% | +25.9% | +2.2% |
| 1Y | -4.7% | -27.8% | +23.0% | 0.0% |
| 3Y | +36.5% | +36.3% | +0.2% | +23.5% |
| 5Y | +44.4% | -35.8% | +80.2% | +49.7% |
| All | +167.5% | +102.3% | +65.2% | +110.4% |
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 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