+278.2%
PCAR vs TFC
+82.1%
+196.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.8% | +1.7% | +2.1% | +3.1% |
| 30D | -2.0% | +9.0% | -11.0% | -5.4% |
| 3M | -19.1% | -2.1% | -17.0% | -18.4% |
| 6M | -6.8% | +3.4% | -10.2% | -8.3% |
| YTD | -2.5% | +5.3% | -7.8% | -4.9% |
| 1Y | +9.7% | +16.2% | -6.5% | +2.8% |
| 3Y | +34.0% | +94.8% | -60.8% | +0.8% |
| 5Y | +113.3% | -0.7% | +114.0% | +104.5% |
| 10Y | +278.2% | +80.9% | +197.3% | +172.3% |
| All | +278.2% | +82.1% | +196.1% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling