+3,062.2%
TRMB vs PTC
+6,274.1%
-3,211.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -17.0% | +0.8% | -17.8% | -17.2% |
| 30D | -9.0% | +0.7% | -9.7% | -9.2% |
| 3M | -8.1% | +32.6% | -40.7% | -16.1% |
| 6M | -10.1% | +33.6% | -43.6% | -18.3% |
| YTD | -30.2% | +12.4% | -42.6% | -33.7% |
| 1Y | -30.7% | +11.2% | -41.9% | -34.0% |
| 3Y | +32.6% | +31.7% | +0.9% | +20.3% |
| 5Y | -38.1% | +60.1% | -98.2% | -46.5% |
| 10Y | +98.9% | +317.2% | -218.3% | +34.3% |
| All | +3,062.2% | +6,274.1% | -3,211.9% | +743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling