+3.7%
PEP vs TRMB
-31.2%
+34.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -17.3% | +21.1% | +3.4% |
| 7D | +7.4% | -15.7% | +23.1% | +6.9% |
| 30D | +13.3% | -7.8% | +21.1% | +12.6% |
| 3M | +3.5% | -9.3% | +12.8% | +2.7% |
| 6M | -5.9% | -20.8% | +14.9% | -9.2% |
| YTD | +2.3% | -30.8% | +33.0% | -2.1% |
| 1Y | +3.7% | -31.0% | +34.7% | -0.5% |
| All | +3.7% | -31.2% | +34.9% | -0.5% |
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 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