+115.2%
PCAR vs TMF
-88.6%
+203.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +4.9% | -9.3% | +14.2% | +5.2% |
| 30D | -1.4% | +1.9% | -3.4% | -1.5% |
| 3M | -18.1% | -11.2% | -6.9% | -17.9% |
| 6M | -4.0% | -17.7% | +13.7% | -3.7% |
| YTD | -1.5% | -24.5% | +23.0% | -1.0% |
| 1Y | +13.2% | -29.4% | +42.6% | +13.8% |
| 3Y | +35.8% | -33.4% | +69.2% | +36.5% |
| All | +115.2% | -88.6% | +203.8% | +88.3% |
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