+79.3%
PR vs TRMB
+8.5%
+70.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +2.9% | -2.5% | +5.4% | +3.7% |
| 30D | +18.0% | +1.5% | +16.5% | +17.3% |
| 3M | +16.9% | +6.8% | +10.1% | +13.7% |
| 6M | +28.2% | -14.9% | +43.2% | +35.4% |
| YTD | +69.3% | -24.1% | +93.4% | +86.7% |
| 1Y | +69.5% | -25.4% | +94.9% | +86.7% |
| All | +79.3% | +8.5% | +70.8% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling