-12.0%
PCAR vs TE
-56.1%
+44.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -2.8% |
| 3M | -22.6% | -57.5% | +34.9% | -19.6% |
| 6M | -12.0% | -55.2% | +43.3% | -11.5% |
| All | -12.0% | -56.1% | +44.1% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling