+364.4%
PCAR vs PTC
+224.0%
+140.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.8% |
| 7D | -0.5% | -10.3% | +9.8% | +2.5% |
| 30D | -6.2% | +1.1% | -7.4% | -6.9% |
| 3M | +5.9% | +1.6% | +4.3% | +4.3% |
| 6M | +0.4% | -13.5% | +13.9% | +3.3% |
| YTD | +14.8% | -19.1% | +33.9% | +20.1% |
| 1Y | +30.1% | -33.9% | +64.0% | +44.7% |
| 3Y | +66.7% | -3.9% | +70.6% | +62.7% |
| 5Y | +166.1% | +6.0% | +160.1% | +146.9% |
| All | +364.4% | +224.0% | +140.4% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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