+285.9%
PCAR vs TCOM
+5.0%
+281.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.5% |
| 7D | +2.1% | -1.4% | +3.5% | +2.3% |
| 30D | -1.2% | +11.5% | -12.7% | -2.7% |
| 3M | -18.6% | -5.2% | -13.4% | -18.1% |
| 6M | -5.1% | -16.9% | +11.8% | -3.1% |
| YTD | -1.8% | -39.9% | +38.1% | +4.6% |
| 1Y | +10.6% | -42.1% | +52.7% | +18.4% |
| 3Y | +34.9% | +28.0% | +6.9% | +25.0% |
| 5Y | +114.0% | +40.4% | +73.6% | +87.2% |
| All | +285.9% | +5.0% | +281.0% | +235.3% |
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