+35.7%
PEG vs TRMB
-37.5%
+73.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -1.9% | -1.2% | -0.7% | -1.8% |
| 3M | -3.7% | +9.6% | -13.3% | -5.2% |
| 6M | -9.4% | -16.1% | +6.7% | -7.2% |
| YTD | -6.0% | -25.0% | +19.0% | -2.0% |
| 1Y | -4.4% | -27.7% | +23.3% | +0.1% |
| 3Y | +33.5% | +15.3% | +18.2% | +26.8% |
| 5Y | +35.7% | -37.4% | +73.1% | +30.7% |
| All | +35.7% | -37.5% | +73.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling