+24.1%
PPG vs TRMB
+121.9%
-97.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | -6.2% | -3.0% | -3.2% | -5.0% |
| 30D | -7.9% | +2.3% | -10.3% | -8.9% |
| 3M | -10.2% | +15.3% | -25.5% | -15.7% |
| 6M | +2.7% | -14.7% | +17.4% | +8.7% |
| YTD | +4.9% | -26.4% | +31.3% | +17.5% |
| 1Y | -3.2% | -30.4% | +27.2% | +10.6% |
| 3Y | -17.0% | +13.5% | -30.5% | -25.1% |
| 5Y | -23.3% | -38.6% | +15.3% | -12.8% |
| All | +24.1% | +121.9% | -97.8% | -22.8% |
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