+128.7%
PM vs TRMB
-39.0%
+167.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.7% |
| 7D | -1.2% | -2.9% | +1.7% | -1.0% |
| 30D | -0.2% | -1.8% | +1.6% | 0.0% |
| 3M | +4.9% | +8.4% | -3.5% | +4.2% |
| 6M | +9.0% | -18.5% | +27.6% | +10.7% |
| YTD | +17.8% | -26.7% | +44.5% | +20.6% |
| 1Y | +16.8% | -28.3% | +45.1% | +19.6% |
| 3Y | +125.4% | +12.6% | +112.8% | +113.3% |
| 5Y | +128.7% | -38.7% | +167.4% | +130.5% |
| All | +128.7% | -39.0% | +167.7% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling