+295.0%
PCAR vs PTC
+317.3%
-22.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +0.3% | +0.9% | -0.6% | +0.1% |
| 3M | -17.9% | +30.4% | -48.3% | -24.6% |
| 6M | -3.4% | +34.4% | -37.8% | -12.8% |
| YTD | -0.1% | +12.6% | -12.7% | -5.5% |
| 1Y | +13.4% | +10.2% | +3.2% | +8.0% |
| 3Y | +37.2% | +29.4% | +7.8% | +22.4% |
| 5Y | +117.3% | +63.7% | +53.6% | +77.2% |
| 10Y | +295.0% | +316.9% | -21.9% | +131.6% |
| All | +295.0% | +317.3% | -22.4% | +131.6% |
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