+117.5%
TRMB vs PTC
+204.7%
-87.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +1.8% |
| 7D | -0.3% | -12.8% | +12.5% | +7.2% |
| 30D | -1.2% | -9.8% | +8.6% | +4.2% |
| 3M | +9.6% | -2.1% | +11.7% | +9.4% |
| 6M | -16.1% | -18.1% | +2.0% | -8.0% |
| YTD | -25.0% | -23.5% | -1.5% | -14.6% |
| 1Y | -27.7% | -37.4% | +9.7% | -8.3% |
| 3Y | +15.3% | -7.2% | +22.5% | +14.9% |
| 5Y | -37.4% | +2.7% | -40.1% | -41.9% |
| 10Y | +117.5% | +203.4% | -86.0% | +11.9% |
| All | +117.5% | +204.7% | -87.3% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling