+3,233.3%
PFE vs TRMB
+3,067.4%
+165.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -3.7% | -16.7% | +13.0% | -2.4% |
| 30D | +5.0% | -9.9% | +14.9% | +5.6% |
| 3M | +12.2% | -7.6% | +19.8% | +12.6% |
| 6M | +14.6% | -14.7% | +29.3% | +15.6% |
| YTD | +24.1% | -30.9% | +55.1% | +27.3% |
| 1Y | +26.6% | -31.3% | +57.9% | +29.8% |
| 3Y | +14.3% | +29.4% | -15.1% | +10.7% |
| 5Y | -21.9% | -37.4% | +15.4% | -20.6% |
| 10Y | +62.6% | +109.2% | -46.5% | +48.5% |
| All | +3,233.3% | +3,067.4% | +165.9% | +2,388.7% |
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