+51.7%
PFE vs TRMB
+105.4%
-53.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.2% |
| 7D | -3.0% | +4.1% | -7.1% | -3.5% |
| 30D | +5.2% | -5.1% | +10.3% | +5.5% |
| 3M | +12.2% | -2.6% | +14.8% | +12.0% |
| 6M | +17.8% | -2.7% | +20.5% | +17.3% |
| YTD | +26.2% | -27.9% | +54.1% | +31.4% |
| 1Y | +23.2% | -29.0% | +52.2% | +28.5% |
| 3Y | +21.3% | +35.0% | -13.7% | +12.5% |
| 5Y | -23.1% | -33.9% | +10.8% | -21.3% |
| All | +51.7% | +105.4% | -53.7% | +28.2% |
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 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