+220.3%
TRMB vs PSLV
+120.6%
+99.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.8% | -2.7% |
| 7D | -2.9% | +3.3% | -6.2% | -3.3% |
| 30D | -1.8% | +2.1% | -3.9% | -2.1% |
| 3M | +8.4% | +7.1% | +1.3% | +7.1% |
| 6M | -18.5% | -21.6% | +3.1% | -16.5% |
| YTD | -26.7% | -6.7% | -20.0% | -28.4% |
| 1Y | -28.3% | +59.3% | -87.6% | -36.1% |
| 3Y | +12.6% | +182.1% | -169.5% | -9.5% |
| 5Y | -38.7% | +162.6% | -201.3% | -50.7% |
| 10Y | +120.8% | +203.0% | -82.3% | +70.2% |
| All | +220.3% | +120.6% | +99.7% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling