+367.9%
PCAR vs TCOM
-12.7%
+380.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.1% |
| 7D | -0.2% | -10.2% | +10.0% | +1.2% |
| 30D | -6.9% | -16.8% | +9.9% | -4.6% |
| 3M | +2.1% | -16.7% | +18.8% | +4.3% |
| 6M | +1.6% | -27.1% | +28.7% | +5.7% |
| YTD | +12.2% | -45.5% | +57.7% | +21.2% |
| 1Y | +28.0% | -45.9% | +73.9% | +38.4% |
| 3Y | +61.0% | +9.8% | +51.2% | +52.6% |
| 5Y | +163.9% | +23.8% | +140.1% | +135.3% |
| 10Y | +367.9% | -10.8% | +378.7% | +307.3% |
| All | +367.9% | -12.7% | +380.6% | +307.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling