+70.4%
PCAR vs TRMB
+8.5%
+61.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.5% | -2.5% | +2.0% | +0.4% |
| 30D | -6.2% | +1.5% | -7.8% | -6.9% |
| 3M | +5.9% | +6.8% | -0.9% | +3.1% |
| 6M | +0.4% | -14.9% | +15.3% | +5.8% |
| YTD | +14.8% | -24.1% | +38.9% | +26.3% |
| 1Y | +30.1% | -25.4% | +55.5% | +43.8% |
| All | +70.4% | +8.5% | +61.9% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling