+2,464.1%
PEP vs TRMB
+3,381.2%
-917.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -1.4% | -2.5% | +1.1% | -1.2% |
| 30D | +0.2% | +1.5% | -1.3% | +0.1% |
| 3M | -1.1% | +6.8% | -7.9% | -1.6% |
| 6M | -13.5% | -14.9% | +1.5% | -12.7% |
| YTD | -1.2% | -24.1% | +22.9% | +0.4% |
| 1Y | -1.6% | -25.4% | +23.8% | 0.0% |
| 3Y | -12.5% | +8.0% | -20.5% | -13.9% |
| 5Y | +3.0% | -37.3% | +40.3% | +4.5% |
| 10Y | +73.9% | +116.8% | -42.9% | +61.1% |
| All | +2,464.1% | +3,381.2% | -917.0% | +1,810.2% |
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