-28.3%
TRMB vs PTC
-39.6%
+11.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +0.9% | -0.8% |
| 7D | -2.9% | -13.6% | +10.7% | +3.8% |
| 30D | -1.8% | -14.7% | +12.9% | +5.6% |
| 3M | +8.4% | -5.9% | +14.3% | +10.1% |
| 6M | -18.5% | -21.1% | +2.6% | -7.8% |
| YTD | -26.7% | -26.0% | -0.7% | -13.8% |
| 1Y | -28.3% | -36.8% | +8.5% | -2.7% |
| All | -28.3% | -39.6% | +11.3% | -2.7% |
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