+4,055.6%
PNR vs TRMB
+3,227.2%
+828.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -5.5% | -5.4% | -0.1% | -4.5% |
| 30D | -15.6% | -2.0% | -13.6% | -15.3% |
| 3M | -20.2% | +12.3% | -32.5% | -21.9% |
| 6M | -36.6% | -17.6% | -19.0% | -34.5% |
| YTD | -45.0% | -27.5% | -17.5% | -41.9% |
| 1Y | -47.4% | -29.1% | -18.4% | -44.3% |
| 3Y | -13.7% | +11.5% | -25.2% | -15.9% |
| 5Y | -20.8% | -39.5% | +18.7% | -14.8% |
| 10Y | +65.2% | +118.6% | -53.4% | +44.6% |
| All | +4,055.6% | +3,227.2% | +828.4% | +2,357.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling