+62.1%
PR vs TRMB
+104.0%
-41.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.2% |
| 7D | -16.5% | -17.9% | +1.4% | -6.9% |
| 30D | -4.5% | -12.0% | +7.5% | +1.7% |
| 3M | +8.5% | -8.4% | +17.0% | +12.2% |
| 6M | -3.3% | -21.5% | +18.2% | +8.3% |
| YTD | +55.7% | -31.5% | +87.2% | +86.7% |
| 1Y | +82.0% | -33.4% | +115.5% | +120.6% |
| 3Y | +62.5% | +26.5% | +36.0% | +22.6% |
| 5Y | +223.9% | -37.9% | +261.8% | +285.2% |
| All | +62.1% | +104.0% | -41.9% | -1.4% |
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