-14.4%
PCOR vs TRMB
-27.8%
+13.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.0% |
| 7D | +22.7% | -16.7% | +39.4% | +35.1% |
| 30D | +37.5% | -9.9% | +47.4% | +41.6% |
| 3M | +35.2% | -7.6% | +42.8% | +36.4% |
| 6M | +42.2% | -14.7% | +56.9% | +53.7% |
| YTD | +3.6% | -30.9% | +34.5% | +33.8% |
| 1Y | -4.8% | -31.3% | +26.6% | +23.1% |
| 3Y | +48.3% | +29.4% | +18.9% | +13.3% |
| 5Y | -20.1% | -37.4% | +17.3% | +13.2% |
| All | -14.4% | -27.8% | +13.4% | +31.0% |
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