+122.5%
PM vs TRMB
+13.5%
+109.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -4.9% | -2.5% | -2.4% | -4.9% |
| 30D | -3.4% | +1.5% | -4.9% | -3.4% |
| 3M | +5.2% | +6.8% | -1.6% | +5.1% |
| 6M | +3.7% | -14.9% | +18.7% | +3.6% |
| YTD | +15.8% | -24.1% | +39.9% | +15.7% |
| 1Y | +17.4% | -25.4% | +42.8% | +17.3% |
| All | +122.5% | +13.5% | +109.0% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling