+223.9%
PR vs TRMB
-38.4%
+262.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.4% |
| 7D | -16.5% | -17.9% | +1.4% | -10.1% |
| 30D | -4.5% | -12.0% | +7.5% | -0.2% |
| 3M | +8.5% | -8.4% | +17.0% | +11.2% |
| 6M | -3.3% | -21.5% | +18.2% | +5.3% |
| YTD | +55.7% | -31.5% | +87.2% | +78.8% |
| 1Y | +82.0% | -33.4% | +115.5% | +110.8% |
| 3Y | +62.5% | +26.5% | +36.0% | +34.2% |
| 5Y | +223.9% | -37.9% | +261.8% | +305.2% |
| All | +223.9% | -38.4% | +262.3% | +305.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling