+285.9%
PCAR vs TAP
-47.7%
+333.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +2.1% | -6.3% | +8.4% | +4.4% |
| 30D | -1.2% | +2.7% | -3.9% | -2.3% |
| 3M | -18.6% | -3.7% | -14.9% | -17.9% |
| 6M | -5.1% | -2.0% | -3.0% | -5.2% |
| YTD | -1.8% | -12.3% | +10.6% | +1.4% |
| 1Y | +10.6% | -10.1% | +20.7% | +13.1% |
| 3Y | +34.9% | -25.3% | +60.2% | +45.9% |
| 5Y | +114.0% | -1.9% | +115.9% | +104.6% |
| All | +285.9% | -47.7% | +333.6% | +292.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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