+34.0%
PCAR vs TLN
+567.0%
-533.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | -2.0% | -4.6% | +2.6% | -1.7% |
| 3M | -19.1% | +5.2% | -24.3% | -19.7% |
| 6M | -6.8% | -6.5% | -0.3% | -6.9% |
| YTD | -2.5% | -3.6% | +1.2% | -3.2% |
| 1Y | +9.7% | -8.2% | +17.9% | +9.1% |
| 3Y | +34.0% | +559.7% | -525.7% | +13.0% |
| All | +34.0% | +567.0% | -533.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling