+168.2%
PCAR vs TCOM
+26.3%
+141.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | 0.0% | -7.6% | +7.7% | +0.8% |
| 30D | -7.7% | -12.2% | +4.5% | -6.6% |
| 3M | +3.7% | -14.2% | +17.9% | +4.9% |
| 6M | +2.3% | -25.0% | +27.3% | +4.9% |
| YTD | +12.8% | -43.7% | +56.5% | +18.7% |
| 1Y | +27.8% | -44.5% | +72.3% | +34.6% |
| 3Y | +61.8% | +13.4% | +48.4% | +56.3% |
| 5Y | +168.2% | +26.5% | +141.7% | +152.2% |
| All | +168.2% | +26.3% | +141.9% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling