-6.1%
PEG vs TRMB
-29.4%
+23.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.3% |
| 7D | -0.1% | -2.9% | +2.8% | -0.1% |
| 30D | -1.7% | -1.8% | 0.0% | -1.7% |
| 3M | -6.8% | +8.4% | -15.2% | -6.8% |
| 6M | -11.4% | -18.5% | +7.2% | -11.2% |
| YTD | -7.2% | -26.7% | +19.5% | -6.2% |
| 1Y | -6.1% | -28.3% | +22.2% | -4.9% |
| All | -6.1% | -29.4% | +23.3% | -4.9% |
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