+159.5%
PM vs TRMB
-38.3%
+197.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -7.3% | -17.0% | +9.7% | -6.2% |
| 30D | -4.0% | -9.0% | +5.0% | -3.6% |
| 3M | +2.7% | -8.1% | +10.9% | +3.0% |
| 6M | +14.9% | -10.1% | +24.9% | +15.2% |
| YTD | +23.5% | -30.2% | +53.7% | +26.4% |
| 1Y | +30.4% | -30.7% | +61.1% | +33.3% |
| 3Y | +143.2% | +32.6% | +110.6% | +122.7% |
| 5Y | +159.5% | -38.1% | +197.6% | +144.4% |
| All | +159.5% | -38.3% | +197.8% | +144.4% |
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