+1,881.2%
PPG vs TRMB
+3,260.0%
-1,378.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -3.7% | -2.9% | -0.8% | -3.3% |
| 30D | -7.2% | -1.8% | -5.4% | -7.0% |
| 3M | -7.3% | +8.4% | -15.7% | -8.7% |
| 6M | +0.3% | -18.5% | +18.8% | +3.5% |
| YTD | +6.5% | -26.7% | +33.3% | +11.7% |
| 1Y | +0.5% | -28.3% | +28.8% | +5.7% |
| 3Y | -15.3% | +12.6% | -27.9% | -17.8% |
| 5Y | -22.9% | -38.7% | +15.8% | -18.1% |
| 10Y | +28.4% | +120.8% | -92.4% | +11.6% |
| All | +1,881.2% | +3,260.0% | -1,378.8% | +1,084.2% |
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