+294.0%
PCAR vs TMF
-84.4%
+378.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +0.1% | +1.2% | -1.1% | +0.2% |
| 30D | -4.6% | +19.7% | -24.3% | -3.1% |
| 3M | -22.6% | -2.1% | -20.5% | -22.7% |
| 6M | -12.0% | -13.4% | +1.5% | -13.1% |
| YTD | -6.1% | -16.7% | +10.6% | -7.5% |
| 1Y | +6.3% | -23.3% | +29.7% | +3.9% |
| 3Y | +31.8% | -24.8% | +56.6% | +30.8% |
| 5Y | +104.2% | -88.0% | +192.2% | +52.1% |
| All | +294.0% | -84.4% | +378.4% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling