+199.1%
PCAR vs TE
-53.0%
+252.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | -0.5% | -4.0% | +3.5% | -0.3% |
| 30D | -6.2% | -15.9% | +9.7% | -5.5% |
| 3M | +5.9% | -60.5% | +66.4% | +10.3% |
| 6M | +0.4% | -35.2% | +35.6% | +0.8% |
| YTD | +14.8% | -31.1% | +46.0% | +14.0% |
| 1Y | +30.1% | +148.6% | -118.5% | +17.3% |
| 3Y | +66.7% | -26.4% | +93.1% | +51.7% |
| 5Y | +166.1% | -48.0% | +214.2% | +144.2% |
| All | +199.1% | -53.0% | +252.1% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling