+91.3%
PEP vs TRMB
+103.0%
-11.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | +4.1% | -4.4% | -0.8% |
| 30D | +11.8% | -7.0% | +18.7% | +12.3% |
| 3M | +3.7% | -0.9% | +4.6% | +3.2% |
| 6M | -4.3% | -1.2% | -3.1% | -4.9% |
| YTD | +2.1% | -28.7% | +30.9% | +5.9% |
| 1Y | +2.5% | -32.1% | +34.6% | +6.9% |
| 3Y | -5.0% | +33.4% | -38.4% | -12.6% |
| 5Y | +2.9% | -35.6% | +38.5% | +5.5% |
| All | +91.3% | +103.0% | -11.8% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling