+14.8%
PL vs TRMB
-35.4%
+50.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.1% | -9.0% | -9.3% |
| 7D | -20.5% | -17.9% | -2.6% | -9.0% |
| 30D | -38.8% | -12.0% | -26.8% | -33.6% |
| 3M | -49.1% | -8.4% | -40.7% | -47.0% |
| 6M | -69.4% | -21.5% | -47.8% | -64.6% |
| YTD | -42.3% | -31.5% | -10.8% | -25.7% |
| 1Y | -14.2% | -33.4% | +19.2% | +13.6% |
| 3Y | +398.7% | +26.5% | +372.2% | +309.1% |
| 5Y | +11.1% | -37.9% | +49.0% | +45.4% |
| All | +14.8% | -35.4% | +50.2% | +49.9% |
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