+62.8%
PNR vs TRMB
+121.9%
-59.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.0% |
| 7D | -6.0% | -3.0% | -3.0% | -4.6% |
| 30D | -14.0% | +2.3% | -16.3% | -15.0% |
| 3M | -21.7% | +15.3% | -37.0% | -27.1% |
| 6M | -37.3% | -14.7% | -22.6% | -33.0% |
| YTD | -45.1% | -26.4% | -18.7% | -37.3% |
| 1Y | -49.1% | -30.4% | -18.7% | -40.5% |
| 3Y | -14.8% | +13.5% | -28.4% | -23.3% |
| 5Y | -21.0% | -38.6% | +17.6% | -7.3% |
| All | +62.8% | +121.9% | -59.0% | +5.8% |
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