+31.8%
PCAR vs TAP
-23.7%
+55.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.1% |
| 7D | +0.1% | +0.5% | -0.5% | -0.1% |
| 30D | -4.6% | +9.1% | -13.7% | -7.2% |
| 3M | -22.6% | -3.8% | -18.8% | -21.9% |
| 6M | -12.0% | -3.4% | -8.5% | -11.5% |
| YTD | -6.1% | -10.6% | +4.5% | -3.8% |
| 1Y | +6.3% | -4.4% | +10.7% | +5.8% |
| 3Y | +31.8% | -24.4% | +56.2% | +42.8% |
| All | +31.8% | -23.7% | +55.5% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling