-44.6%
PNR vs TRMB
-24.7%
-19.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.7% |
| 7D | -2.4% | -2.5% | +0.2% | -1.4% |
| 30D | -12.8% | +1.5% | -14.3% | -13.4% |
| 3M | -17.0% | +6.8% | -23.8% | -19.3% |
| 6M | -37.4% | -14.9% | -22.5% | -34.1% |
| YTD | -41.6% | -24.1% | -17.5% | -36.3% |
| 1Y | -44.6% | -25.4% | -19.2% | -39.7% |
| All | -44.6% | -24.7% | -19.9% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling