+49.6%
PFE vs TRMB
+105.8%
-56.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -4.7% | -17.0% | +12.3% | -2.4% |
| 30D | +3.4% | -9.0% | +12.4% | +4.3% |
| 3M | +9.2% | -8.1% | +17.3% | +10.0% |
| 6M | +15.8% | -10.1% | +25.9% | +16.7% |
| YTD | +23.4% | -30.2% | +53.7% | +29.1% |
| 1Y | +25.8% | -30.7% | +56.5% | +31.6% |
| 3Y | +17.8% | +32.6% | -14.8% | +9.6% |
| 5Y | -20.2% | -38.1% | +18.0% | -17.5% |
| 10Y | +49.6% | +98.9% | -49.3% | +30.5% |
| All | +49.6% | +105.8% | -56.2% | +30.5% |
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 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