+21,699.4%
PH vs TRMB
+3,104.9%
+18,594.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.1% | -16.6% | +18.7% | +5.6% |
| 30D | +0.3% | -8.9% | +9.2% | +1.8% |
| 3M | -8.8% | -6.3% | -2.5% | -8.0% |
| 6M | +10.0% | -10.0% | +20.0% | +11.4% |
| YTD | +10.5% | -30.1% | +40.6% | +17.2% |
| 1Y | +15.5% | -31.3% | +46.8% | +22.9% |
| 3Y | +136.4% | +30.8% | +105.5% | +122.2% |
| 5Y | +213.6% | -35.9% | +249.5% | +234.6% |
| 10Y | +713.9% | +101.7% | +612.2% | +611.9% |
| All | +21,699.4% | +3,104.9% | +18,594.6% | +12,995.6% |
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