+3,435.4%
PEG vs TRMB
+3,168.1%
+267.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.8% |
| 7D | +2.3% | +4.1% | -1.8% | +2.0% |
| 30D | +6.1% | -7.0% | +13.1% | +6.5% |
| 3M | -0.5% | -0.9% | +0.4% | -0.6% |
| 6M | -3.2% | -1.2% | -2.0% | -3.4% |
| YTD | -4.4% | -28.7% | +24.3% | -2.6% |
| 1Y | -7.4% | -32.1% | +24.7% | -5.3% |
| 3Y | +33.9% | +33.4% | +0.5% | +30.2% |
| 5Y | +42.3% | -35.6% | +77.9% | +44.1% |
| 10Y | +166.4% | +103.8% | +62.6% | +148.9% |
| All | +3,435.4% | +3,168.1% | +267.3% | +2,814.5% |
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