+253.8%
PH vs TRMB
-37.5%
+291.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | -10.8% | -1.2% | -9.6% | -10.5% |
| 3M | +8.5% | +9.6% | -1.1% | +2.9% |
| 6M | +3.9% | -16.1% | +20.0% | +11.4% |
| YTD | +9.4% | -25.0% | +34.4% | +23.4% |
| 1Y | +26.8% | -27.7% | +54.5% | +45.1% |
| 3Y | +140.8% | +15.3% | +125.5% | +115.0% |
| 5Y | +253.8% | -37.4% | +291.2% | +313.0% |
| All | +253.8% | -37.5% | +291.3% | +313.0% |
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