+154.1%
PCAR vs TE
-78.8%
+232.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.7% |
| 7D | +3.8% | -26.9% | +30.7% | +5.3% |
| 30D | -2.0% | -38.9% | +37.0% | +0.2% |
| 3M | -19.1% | -61.0% | +41.9% | -15.6% |
| 6M | -6.8% | -66.4% | +59.6% | -3.2% |
| YTD | -2.5% | -69.0% | +66.5% | +0.4% |
| 1Y | +9.7% | -54.0% | +63.7% | +9.6% |
| 3Y | +34.0% | +38.0% | -4.0% | +15.7% |
| 5Y | +113.3% | -81.0% | +194.3% | +103.6% |
| All | +154.1% | -78.8% | +232.9% | +145.5% |
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