+55.1%
PPL vs TRMB
+116.7%
-61.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.7% | -2.5% | +5.2% | +3.1% |
| 30D | +0.5% | +1.5% | -1.1% | +0.1% |
| 3M | +0.7% | +6.8% | -6.1% | -0.9% |
| 6M | -7.6% | -14.9% | +7.3% | -5.2% |
| YTD | +1.8% | -24.1% | +25.9% | +6.6% |
| 1Y | -0.8% | -25.4% | +24.6% | +3.9% |
| 3Y | +56.9% | +8.0% | +48.9% | +48.5% |
| 5Y | +39.5% | -37.3% | +76.8% | +46.2% |
| All | +55.1% | +116.7% | -61.6% | +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 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