+13,509.3%
PCAR vs TRMB
+3,100.8%
+10,408.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | +2.9% | -17.0% | +19.9% | +6.1% |
| 30D | -2.1% | -9.0% | +6.9% | -0.9% |
| 3M | -20.4% | -8.1% | -12.2% | -19.6% |
| 6M | -7.0% | -10.1% | +3.1% | -5.9% |
| YTD | -2.6% | -30.2% | +27.6% | +3.0% |
| 1Y | +9.8% | -30.7% | +40.5% | +16.3% |
| 3Y | +37.3% | +32.6% | +4.6% | +28.2% |
| 5Y | +116.4% | -38.1% | +154.6% | +129.1% |
| 10Y | +293.0% | +98.9% | +194.0% | +229.8% |
| All | +13,509.3% | +3,100.8% | +10,408.5% | +7,515.5% |
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