+364.4%
PCAR vs TMF
-86.8%
+451.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.5% | -1.4% | +0.9% | -0.6% |
| 30D | -6.2% | -2.8% | -3.4% | -6.4% |
| 3M | +5.9% | -10.9% | +16.8% | +4.9% |
| 6M | +0.4% | -21.3% | +21.7% | -1.7% |
| YTD | +14.8% | -15.9% | +30.7% | +13.2% |
| 1Y | +30.1% | -15.7% | +45.8% | +28.4% |
| 3Y | +66.7% | -43.4% | +110.0% | +59.4% |
| 5Y | +166.1% | -87.8% | +253.9% | +100.8% |
| All | +364.4% | -86.8% | +451.2% | +312.4% |
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