-37.2%
TRMB vs PSLV
+154.2%
-191.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | -3.0% | -3.5% | +0.4% | -2.7% |
| 30D | +2.3% | -2.1% | +4.5% | +2.5% |
| 3M | +15.3% | -1.6% | +17.0% | +15.3% |
| 6M | -14.7% | -25.5% | +10.8% | -12.1% |
| YTD | -26.4% | -11.4% | -15.0% | -28.9% |
| 1Y | -30.4% | +48.6% | -79.0% | -40.6% |
| 3Y | +13.5% | +166.9% | -153.4% | -18.5% |
| All | -37.2% | +154.2% | -191.4% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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