+2,083.2%
PPL vs TRMB
+3,381.2%
-1,298.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.7% | -2.5% | +5.2% | +2.8% |
| 30D | +0.5% | +1.5% | -1.1% | +0.3% |
| 3M | +0.7% | +6.8% | -6.1% | +0.1% |
| 6M | -7.6% | -14.9% | +7.3% | -6.8% |
| YTD | +1.8% | -24.1% | +25.9% | +3.4% |
| 1Y | -0.8% | -25.4% | +24.6% | +0.9% |
| 3Y | +56.9% | +8.0% | +48.9% | +54.5% |
| 5Y | +39.5% | -37.3% | +76.8% | +41.5% |
| 10Y | +55.4% | +116.8% | -61.4% | +45.1% |
| All | +2,083.2% | +3,381.2% | -1,298.0% | +1,721.0% |
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