+172.3%
PCAR vs TMF
-87.5%
+259.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | -6.2% | -2.8% | -3.4% | -6.2% |
| 3M | +5.9% | -10.9% | +16.8% | +6.0% |
| 6M | +0.4% | -21.3% | +21.7% | +0.6% |
| YTD | +14.8% | -15.9% | +30.7% | +15.0% |
| 1Y | +30.1% | -15.7% | +45.8% | +30.3% |
| 3Y | +66.7% | -43.4% | +110.0% | +65.6% |
| All | +172.3% | -87.5% | +259.8% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling