+77.0%
PR vs TRMB
-30.2%
+107.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.0% |
| 7D | +6.7% | +4.1% | +2.6% | +6.6% |
| 30D | -6.1% | -7.0% | +0.8% | -5.2% |
| 3M | +6.9% | -0.9% | +7.8% | +8.7% |
| 6M | +14.6% | -1.2% | +15.8% | +17.3% |
| YTD | +66.1% | -28.7% | +94.9% | +68.7% |
| 1Y | +77.0% | -32.1% | +109.1% | +80.6% |
| All | +77.0% | -30.2% | +107.2% | +80.6% |
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 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