-17.0%
PPG vs TRMB
+12.4%
-29.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | -6.2% | -3.0% | -3.2% | -5.2% |
| 30D | -7.9% | +2.3% | -10.3% | -8.8% |
| 3M | -10.2% | +15.3% | -25.5% | -14.7% |
| 6M | +2.7% | -14.7% | +17.4% | +7.7% |
| YTD | +4.9% | -26.4% | +31.3% | +15.5% |
| 1Y | -3.2% | -30.4% | +27.2% | +8.5% |
| 3Y | -17.0% | +13.5% | -30.5% | -21.3% |
| All | -17.0% | +12.4% | -29.4% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling