+27.8%
PCAR vs TE
+153.0%
-125.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.8% | -2.0% |
| 7D | 0.0% | +18.2% | -18.2% | -0.4% |
| 30D | -7.7% | -13.5% | +5.8% | -7.5% |
| 3M | +3.7% | -44.6% | +48.3% | +4.9% |
| 6M | +2.3% | -24.7% | +27.0% | +2.9% |
| YTD | +12.8% | -24.3% | +37.1% | +13.2% |
| 1Y | +27.8% | +155.6% | -127.8% | +34.1% |
| All | +27.8% | +153.0% | -125.2% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling