+12,304.7%
PCAR vs TAP
+821.1%
+11,483.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.2% |
| 7D | +0.1% | +0.5% | -0.5% | -0.2% |
| 30D | -4.6% | +9.1% | -13.7% | -7.0% |
| 3M | -22.6% | -3.8% | -18.8% | -22.0% |
| 6M | -12.0% | -3.4% | -8.5% | -11.7% |
| YTD | -6.1% | -10.6% | +4.5% | -4.2% |
| 1Y | +6.3% | -4.4% | +10.7% | +6.4% |
| 3Y | +31.8% | -24.4% | +56.2% | +39.6% |
| 5Y | +104.2% | +2.1% | +102.1% | +97.1% |
| 10Y | +302.9% | -48.7% | +351.7% | +345.5% |
| All | +12,304.7% | +821.1% | +11,483.6% | +7,196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling