+15,951.1%
PCAR vs TRMB
+3,381.2%
+12,569.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.5% | -2.5% | +2.0% | 0.0% |
| 30D | -6.2% | +1.5% | -7.8% | -6.6% |
| 3M | +5.9% | +6.8% | -0.9% | +4.4% |
| 6M | +0.4% | -14.9% | +15.3% | +3.1% |
| YTD | +14.8% | -24.1% | +38.9% | +20.2% |
| 1Y | +30.1% | -25.4% | +55.5% | +36.7% |
| 3Y | +66.7% | +8.0% | +58.6% | +62.1% |
| 5Y | +166.1% | -37.3% | +203.4% | +182.4% |
| 10Y | +353.7% | +116.8% | +236.9% | +276.7% |
| All | +15,951.1% | +3,381.2% | +12,569.9% | +8,791.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling