-19.8%
PCOR vs TRMB
-38.8%
+19.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.9% |
| 7D | +23.7% | -17.9% | +41.6% | +37.9% |
| 30D | +39.0% | -12.0% | +51.0% | +46.0% |
| 3M | +35.8% | -8.4% | +44.2% | +37.9% |
| 6M | +38.2% | -21.5% | +59.8% | +59.9% |
| YTD | +3.9% | -31.5% | +35.5% | +35.5% |
| 1Y | +5.7% | -33.4% | +39.1% | +40.1% |
| 3Y | +44.8% | +26.5% | +18.3% | +11.6% |
| All | -19.8% | -38.8% | +19.0% | +29.6% |
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