+172.3%
PCAR vs PTC
+6.0%
+166.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.7% |
| 7D | -0.5% | -10.3% | +9.8% | +2.2% |
| 30D | -6.2% | +1.1% | -7.4% | -6.8% |
| 3M | +5.9% | +1.6% | +4.3% | +4.5% |
| 6M | +0.4% | -13.5% | +13.9% | +3.7% |
| YTD | +14.8% | -19.1% | +33.9% | +20.9% |
| 1Y | +30.1% | -33.9% | +64.0% | +46.4% |
| 3Y | +66.7% | -3.9% | +70.6% | +62.0% |
| All | +172.3% | +6.0% | +166.3% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling