+3,351.9%
PEG vs TRMB
+3,381.2%
-29.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.7% | -2.5% | +3.2% | +0.9% |
| 30D | -2.4% | +1.5% | -4.0% | -2.6% |
| 3M | -4.8% | +6.8% | -11.6% | -5.3% |
| 6M | -10.7% | -14.9% | +4.3% | -9.9% |
| YTD | -6.7% | -24.1% | +17.4% | -5.2% |
| 1Y | -6.8% | -25.4% | +18.5% | -5.3% |
| 3Y | +34.5% | +8.0% | +26.5% | +32.6% |
| 5Y | +35.8% | -37.3% | +73.1% | +37.8% |
| 10Y | +141.7% | +116.8% | +24.9% | +125.3% |
| All | +3,351.9% | +3,381.2% | -29.2% | +2,737.9% |
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 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