-31.0%
TRMB vs PTC
+0.1%
-31.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.9% | -17.5% |
| 7D | -15.7% | +0.1% | -15.8% | -15.7% |
| 30D | -7.8% | +1.5% | -9.3% | -8.2% |
| 3M | -9.3% | +37.8% | -47.1% | -18.6% |
| 6M | -20.8% | +41.2% | -62.1% | -30.5% |
| YTD | -30.8% | +12.0% | -42.8% | -31.2% |
| 1Y | -31.0% | +1.6% | -32.6% | -28.4% |
| All | -31.0% | +0.1% | -31.1% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling