+362.4%
PCAR vs TNA
+86.1%
+276.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -1.6% | -7.3% | +5.7% | +0.2% |
| 30D | -6.4% | -14.2% | +7.8% | -3.0% |
| 3M | +4.7% | -4.6% | +9.2% | +5.5% |
| 6M | +4.5% | +36.9% | -32.4% | -4.1% |
| YTD | +13.0% | +42.5% | -29.5% | +2.2% |
| 1Y | +23.6% | +45.8% | -22.2% | +10.2% |
| 3Y | +60.7% | +104.7% | -43.9% | +22.1% |
| 5Y | +164.5% | -21.7% | +186.2% | +128.2% |
| All | +362.4% | +86.1% | +276.4% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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