+12,611.2%
PCAR vs PTC
+8,796.0%
+3,815.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -4.4% | +0.8% | -5.2% | -4.6% |
| 3M | -21.4% | +39.6% | -61.0% | -27.9% |
| 6M | -7.3% | +41.5% | -48.8% | -16.0% |
| YTD | -3.8% | +11.7% | -15.5% | -8.6% |
| 1Y | +6.3% | +2.4% | +3.9% | +2.8% |
| 3Y | +34.4% | +31.9% | +2.5% | +22.2% |
| 5Y | +109.2% | +54.5% | +54.7% | +81.7% |
| 10Y | +312.9% | +342.1% | -29.2% | +176.0% |
| All | +12,611.2% | +8,796.0% | +3,815.2% | +3,805.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling