+812.6%
PH vs TRMB
+113.5%
+699.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.6% |
| 7D | 0.0% | -2.9% | +2.9% | +1.5% |
| 30D | -10.3% | -1.8% | -8.5% | -9.8% |
| 3M | +5.1% | +8.4% | -3.3% | -0.5% |
| 6M | +2.3% | -18.5% | +20.8% | +11.8% |
| YTD | +8.7% | -26.7% | +35.4% | +25.0% |
| 1Y | +26.8% | -28.3% | +55.1% | +46.8% |
| 3Y | +139.2% | +12.6% | +126.6% | +111.3% |
| 5Y | +251.1% | -38.7% | +289.8% | +321.5% |
| 10Y | +812.6% | +120.8% | +691.8% | +403.3% |
| All | +812.6% | +113.5% | +699.0% | +403.3% |
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