+153.6%
PCAR vs TE
-76.6%
+230.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.6% | +3.8% |
| 7D | +2.9% | -10.5% | +13.5% | +3.4% |
| 30D | -2.1% | -32.4% | +30.3% | -0.5% |
| 3M | -20.4% | -60.9% | +40.5% | -16.9% |
| 6M | -7.0% | -62.8% | +55.9% | -3.8% |
| YTD | -2.6% | -65.7% | +63.1% | -0.3% |
| 1Y | +9.8% | -39.9% | +49.7% | +8.0% |
| 3Y | +37.3% | +10.6% | +26.6% | +20.0% |
| 5Y | +116.4% | -79.7% | +196.1% | +105.6% |
| All | +153.6% | -76.6% | +230.2% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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