+1,284.9%
PCAR vs TCOM
+2,922.3%
-1,637.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | +0.1% | +12.1% | -12.0% | -2.2% |
| 30D | -4.6% | +16.5% | -21.1% | -7.4% |
| 3M | -22.6% | -4.0% | -18.5% | -22.1% |
| 6M | -12.0% | -18.5% | +6.5% | -9.0% |
| YTD | -6.1% | -38.3% | +32.2% | +1.9% |
| 1Y | +6.3% | -36.6% | +42.9% | +14.7% |
| 3Y | +31.8% | +31.1% | +0.7% | +18.2% |
| 5Y | +104.2% | +47.6% | +56.6% | +66.6% |
| 10Y | +302.9% | +5.1% | +297.9% | +228.7% |
| All | +1,284.9% | +2,922.3% | -1,637.4% | +457.0% |
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