+196.6%
PH vs TRMB
-39.0%
+235.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +2.0% | -16.7% | +18.7% | +9.7% |
| 30D | -3.7% | -9.9% | +6.2% | -0.2% |
| 3M | -14.0% | -7.6% | -6.5% | -12.3% |
| 6M | +2.1% | -14.7% | +16.8% | +7.4% |
| YTD | +5.1% | -30.9% | +36.0% | +21.5% |
| 1Y | +10.9% | -31.3% | +42.3% | +28.3% |
| 3Y | +132.9% | +29.4% | +103.5% | +95.7% |
| All | +196.6% | -39.0% | +235.6% | +236.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling