+1,338.4%
PCAR vs TCOM
+2,902.5%
-1,564.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.8% | +6.5% | -2.7% | +2.5% |
| 30D | -2.0% | +13.3% | -15.3% | -4.4% |
| 3M | -19.1% | -6.5% | -12.6% | -18.2% |
| 6M | -6.8% | -16.3% | +9.5% | -4.2% |
| YTD | -2.5% | -38.7% | +36.2% | +6.0% |
| 1Y | +9.7% | -40.1% | +49.8% | +19.7% |
| 3Y | +34.0% | +30.6% | +3.3% | +20.2% |
| 5Y | +113.3% | +45.8% | +67.5% | +74.5% |
| 10Y | +278.2% | +8.1% | +270.1% | +206.7% |
| All | +1,338.4% | +2,902.5% | -1,564.1% | +479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling