-0.4%
PL vs TRMB
-31.2%
+30.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -17.3% | +10.9% | -0.9% |
| 7D | -11.7% | -15.7% | +4.0% | -7.1% |
| 30D | -27.1% | -7.8% | -19.4% | -25.4% |
| 3M | -44.6% | -9.3% | -35.3% | -43.0% |
| 6M | -67.2% | -20.8% | -46.4% | -61.9% |
| YTD | -35.9% | -30.8% | -5.1% | -17.9% |
| 1Y | -0.4% | -31.0% | +30.6% | +27.6% |
| All | -0.4% | -31.2% | +30.8% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling