+90.5%
PCAR vs TLN
+583.6%
-493.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.2% |
| 7D | -0.5% | +7.1% | -7.6% | -1.1% |
| 30D | -6.2% | -3.9% | -2.3% | -6.0% |
| 3M | +5.9% | -16.2% | +22.1% | +7.2% |
| 6M | +0.4% | -5.8% | +6.2% | +0.5% |
| YTD | +14.8% | -15.4% | +30.3% | +15.6% |
| 1Y | +30.1% | -16.7% | +46.8% | +30.8% |
| 3Y | +66.7% | +473.8% | -407.1% | +36.7% |
| All | +90.5% | +583.6% | -493.1% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling