+1,844.9%
PWR vs TRMB
+103.0%
+1,741.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +19.1% | +4.1% | +15.0% | +17.1% |
| 30D | -12.0% | -7.0% | -5.0% | -9.3% |
| 3M | -10.6% | -0.9% | -9.7% | -10.7% |
| 6M | -20.8% | -1.2% | -19.6% | -21.9% |
| YTD | +43.7% | -28.7% | +72.5% | +63.3% |
| 1Y | +35.0% | -32.1% | +67.1% | +57.1% |
| 3Y | +249.4% | +33.4% | +216.0% | +190.1% |
| 5Y | +422.1% | -35.6% | +457.7% | +491.9% |
| All | +1,844.9% | +103.0% | +1,741.9% | +1,228.4% |
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