+2.3%
PCAR vs TEM
+90.1%
-87.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.0% | -10.4% | -2.9% |
| 7D | +0.1% | +5.3% | -5.2% | -0.3% |
| 30D | -4.6% | +8.1% | -12.7% | -5.2% |
| 3M | -22.6% | +64.9% | -87.5% | -25.8% |
| 6M | -12.0% | +42.1% | -54.1% | -15.1% |
| YTD | -6.1% | +28.8% | -34.9% | -9.3% |
| 1Y | +6.3% | +5.5% | +0.8% | +4.1% |
| All | +2.3% | +90.1% | -87.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling