+6.3%
PCAR vs TFC
+17.2%
-10.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.9% |
| 7D | +0.1% | +1.2% | -1.1% | -0.6% |
| 30D | -4.6% | +8.3% | -12.9% | -8.7% |
| 3M | -22.6% | -5.2% | -17.4% | -20.4% |
| 6M | -12.0% | -0.8% | -11.2% | -12.2% |
| YTD | -6.1% | +3.4% | -9.5% | -12.4% |
| 1Y | +6.3% | +17.0% | -10.7% | -14.6% |
| All | +6.3% | +17.2% | -10.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling