+66.8%
PPL vs TRMB
+96.4%
-29.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | -16.6% | +16.6% | +3.0% |
| 30D | +4.3% | -8.9% | +13.2% | +5.6% |
| 3M | +2.9% | -6.3% | +9.2% | +3.5% |
| 6M | +1.1% | -10.0% | +11.1% | +2.2% |
| YTD | +4.5% | -30.1% | +34.6% | +10.4% |
| 1Y | +0.1% | -31.3% | +31.4% | +6.0% |
| 3Y | +55.7% | +30.8% | +24.9% | +40.4% |
| 5Y | +47.6% | -35.9% | +83.5% | +52.7% |
| 10Y | +66.8% | +101.7% | -34.9% | +37.3% |
| All | +66.8% | +96.4% | -29.6% | +37.3% |
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