+61.1%
PPL vs TRMB
+104.0%
-42.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +1.0% | -17.9% | +18.9% | +4.4% |
| 30D | +6.8% | -12.0% | +18.8% | +8.9% |
| 3M | +3.9% | -8.4% | +12.3% | +4.9% |
| 6M | -2.0% | -21.5% | +19.5% | +1.6% |
| YTD | +5.3% | -31.5% | +36.8% | +11.7% |
| 1Y | +2.2% | -33.4% | +35.6% | +8.8% |
| 3Y | +56.7% | +26.5% | +30.2% | +42.4% |
| 5Y | +49.1% | -37.9% | +87.0% | +55.1% |
| All | +61.1% | +104.0% | -42.8% | +36.6% |
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