+114.0%
PCAR vs TFC
-0.6%
+114.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -1.2% | +8.6% | -9.8% | -4.4% |
| 3M | -18.6% | -4.3% | -14.3% | -17.2% |
| 6M | -5.1% | +5.4% | -10.5% | -7.3% |
| YTD | -1.8% | +4.5% | -6.3% | -3.8% |
| 1Y | +10.6% | +14.0% | -3.4% | +4.8% |
| 3Y | +34.9% | +93.4% | -58.4% | +5.3% |
| 5Y | +114.0% | +0.5% | +113.5% | +116.7% |
| All | +114.0% | -0.6% | +114.6% | +116.7% |
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