+31.8%
PCAR vs TE
-36.2%
+68.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.6% |
| 7D | +0.1% | -12.6% | +12.7% | +0.5% |
| 30D | -4.6% | -36.7% | +32.2% | -2.9% |
| 3M | -22.6% | -57.5% | +34.9% | -20.0% |
| 6M | -12.0% | -55.2% | +43.3% | -10.1% |
| YTD | -6.1% | -64.7% | +58.6% | -4.2% |
| 1Y | +6.3% | -35.9% | +42.2% | +4.6% |
| 3Y | +31.8% | -31.8% | +63.6% | +16.2% |
| All | +31.8% | -36.2% | +68.0% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling