+87.0%
PR vs TRMB
-31.2%
+118.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -17.3% | +10.8% | -6.7% |
| 7D | -12.1% | -15.7% | +3.6% | -12.1% |
| 30D | +0.9% | -7.8% | +8.7% | +2.0% |
| 3M | +10.1% | -9.3% | +19.4% | +11.2% |
| 6M | +1.1% | -20.8% | +21.9% | +2.5% |
| YTD | +63.7% | -30.8% | +94.4% | +62.7% |
| 1Y | +87.0% | -31.0% | +118.0% | +87.2% |
| All | +87.0% | -31.2% | +118.3% | +87.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling