-41.4%
PCOR vs TRMB
-37.2%
-4.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.2% | -3.4% |
| 7D | -9.0% | -2.5% | -6.4% | -6.9% |
| 30D | +4.2% | +1.5% | +2.6% | +3.0% |
| 3M | +14.4% | +6.8% | +7.6% | +8.3% |
| 6M | +0.2% | -14.9% | +15.1% | +15.2% |
| YTD | -20.3% | -24.1% | +3.8% | +1.3% |
| 1Y | -16.1% | -25.4% | +9.3% | +7.5% |
| 3Y | -14.7% | +8.0% | -22.7% | -21.5% |
| All | -41.4% | -37.2% | -4.2% | -2.4% |
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