+111.7%
PCAR vs TRMB
-38.8%
+150.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.2% |
| 7D | +2.2% | -17.9% | +20.1% | +7.6% |
| 30D | -4.4% | -12.0% | +7.6% | -1.7% |
| 3M | -21.4% | -8.4% | -13.0% | -20.5% |
| 6M | -7.3% | -21.5% | +14.2% | -1.5% |
| YTD | -3.8% | -31.5% | +27.8% | +6.8% |
| 1Y | +6.3% | -33.4% | +39.7% | +19.1% |
| 3Y | +34.4% | +26.5% | +7.9% | +20.7% |
| All | +111.7% | -38.8% | +150.5% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling