+295.0%
PCAR vs TRMB
+109.2%
+185.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.7% | +1.4% |
| 7D | +2.2% | +4.1% | -1.9% | +0.8% |
| 30D | +0.3% | -5.1% | +5.4% | +0.9% |
| 3M | -17.9% | -2.6% | -15.3% | -18.4% |
| 6M | -3.4% | -2.7% | -0.7% | -4.3% |
| YTD | -0.1% | -27.9% | +27.8% | +9.3% |
| 1Y | +13.4% | -29.0% | +42.4% | +24.7% |
| 3Y | +37.2% | +35.0% | +2.2% | +19.0% |
| 5Y | +117.3% | -33.9% | +151.3% | +133.3% |
| 10Y | +295.0% | +106.1% | +188.8% | +157.9% |
| All | +295.0% | +109.2% | +185.8% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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