+1,593.4%
PCAR vs TCOM
+2,694.8%
-1,101.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -0.5% | -9.5% | +9.0% | +1.4% |
| 30D | -6.2% | -10.7% | +4.5% | -4.2% |
| 3M | +5.9% | -14.6% | +20.5% | +8.6% |
| 6M | +0.4% | -19.3% | +19.7% | +4.0% |
| YTD | +14.8% | -42.9% | +57.8% | +26.7% |
| 1Y | +30.1% | -43.8% | +73.9% | +43.9% |
| 3Y | +66.7% | +2.1% | +64.5% | +57.3% |
| 5Y | +166.1% | +31.2% | +134.9% | +122.2% |
| 10Y | +353.7% | -13.9% | +367.6% | +286.5% |
| All | +1,593.4% | +2,694.8% | -1,101.3% | +592.6% |
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