+748.9%
PCAR vs TMF
-69.1%
+818.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.5% |
| 7D | +2.2% | +2.7% | -0.6% | +2.6% |
| 30D | -4.4% | +19.3% | -23.7% | -1.5% |
| 3M | -21.4% | -3.7% | -17.8% | -21.9% |
| 6M | -7.3% | -11.3% | +4.0% | -9.1% |
| YTD | -3.8% | -16.6% | +12.8% | -6.5% |
| 1Y | +6.3% | -21.1% | +27.4% | +2.3% |
| 3Y | +34.4% | -26.8% | +61.2% | +30.7% |
| 5Y | +109.2% | -88.0% | +197.2% | +41.8% |
| 10Y | +312.9% | -84.7% | +397.6% | +238.2% |
| All | +748.9% | -69.1% | +818.0% | +926.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling