+3,126.7%
PFE vs TRMB
+3,381.2%
-254.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +1.8% | -2.5% | +4.3% | +2.0% |
| 30D | +10.2% | +1.5% | +8.7% | +10.1% |
| 3M | +12.7% | +6.8% | +5.9% | +12.0% |
| 6M | +10.5% | -14.9% | +25.5% | +11.8% |
| YTD | +20.2% | -24.1% | +44.3% | +22.6% |
| 1Y | +24.1% | -25.4% | +49.5% | +26.6% |
| 3Y | -3.6% | +8.0% | -11.6% | -5.2% |
| 5Y | -20.9% | -37.3% | +16.4% | -19.4% |
| 10Y | +35.8% | +116.8% | -81.0% | +23.9% |
| All | +3,126.7% | +3,381.2% | -254.5% | +2,296.2% |
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