+29.4%
TRMB vs PTC
+32.2%
-2.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -16.7% | -0.2% | -16.4% | -16.6% |
| 30D | -9.9% | +0.8% | -10.7% | -10.2% |
| 3M | -7.6% | +32.1% | -39.7% | -18.8% |
| 6M | -14.7% | +42.6% | -57.3% | -28.8% |
| YTD | -30.9% | +12.0% | -42.9% | -34.2% |
| 1Y | -31.3% | +12.2% | -43.5% | -34.7% |
| 3Y | +29.4% | +31.2% | -1.8% | -1.4% |
| All | +29.4% | +32.2% | -2.7% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling