+172.3%
PCAR vs TFC
+16.2%
+156.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -0.5% | +2.4% | -2.9% | -1.5% |
| 30D | -6.2% | -1.3% | -4.9% | -5.8% |
| 3M | +5.9% | +6.1% | -0.2% | +3.2% |
| 6M | +0.4% | +7.3% | -6.9% | -2.6% |
| YTD | +14.8% | +8.2% | +6.6% | +10.9% |
| 1Y | +30.1% | +14.4% | +15.7% | +22.9% |
| 3Y | +66.7% | +93.7% | -27.1% | +29.1% |
| All | +172.3% | +16.2% | +156.1% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling