+364.4%
PCAR vs TAP
-49.2%
+413.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -0.5% | -2.3% | +1.8% | +0.3% |
| 30D | -6.2% | -2.1% | -4.1% | -5.7% |
| 3M | +5.9% | +6.6% | -0.7% | +3.0% |
| 6M | +0.4% | -11.5% | +11.9% | +4.0% |
| YTD | +14.8% | -10.3% | +25.1% | +17.9% |
| 1Y | +30.1% | -14.4% | +44.5% | +35.5% |
| 3Y | +66.7% | -28.3% | +94.9% | +83.1% |
| 5Y | +166.1% | +1.7% | +164.4% | +151.9% |
| All | +364.4% | -49.2% | +413.6% | +367.6% |
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