+3,339.2%
TRMB vs PTC
+4,489.1%
-1,149.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +0.6% |
| 7D | -2.5% | -10.3% | +7.7% | +0.3% |
| 30D | +1.5% | +1.1% | +0.4% | +1.1% |
| 3M | +6.8% | +1.6% | +5.2% | +5.9% |
| 6M | -14.9% | -13.5% | -1.5% | -12.1% |
| YTD | -24.1% | -19.1% | -5.0% | -20.1% |
| 1Y | -25.4% | -33.9% | +8.5% | -17.2% |
| 3Y | +8.0% | -3.9% | +11.9% | +8.3% |
| 5Y | -37.3% | +6.0% | -43.3% | -38.7% |
| 10Y | +116.8% | +223.7% | -106.9% | +59.5% |
| All | +3,339.2% | +4,489.1% | -1,149.9% | +916.9% |
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 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