+250.9%
PM vs TRMB
+96.4%
+154.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -6.6% | -16.6% | +9.9% | -4.3% |
| 30D | -3.4% | -8.9% | +5.4% | -2.5% |
| 3M | +5.3% | -6.3% | +11.6% | +5.8% |
| 6M | +15.5% | -10.0% | +25.5% | +16.4% |
| YTD | +24.3% | -30.1% | +54.4% | +30.3% |
| 1Y | +29.7% | -31.3% | +61.0% | +36.2% |
| 3Y | +144.9% | +30.8% | +114.1% | +120.2% |
| 5Y | +159.0% | -35.9% | +195.0% | +165.8% |
| 10Y | +250.9% | +101.7% | +149.2% | +177.3% |
| All | +250.9% | +96.4% | +154.5% | +177.3% |
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 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