+117.3%
PCAR vs TNA
-41.7%
+159.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.2% | +1.8% |
| 7D | +2.2% | -2.1% | +4.3% | +2.4% |
| 30D | +0.3% | +3.1% | -2.8% | -0.8% |
| 3M | -17.9% | -20.2% | +2.3% | -14.2% |
| 6M | -3.4% | -10.0% | +6.6% | -2.2% |
| YTD | -0.1% | +30.3% | -30.4% | -7.8% |
| 1Y | +13.4% | +31.1% | -17.7% | +4.1% |
| 3Y | +37.2% | +149.4% | -112.2% | +2.0% |
| 5Y | +117.3% | -42.5% | +159.8% | +93.9% |
| All | +117.3% | -41.7% | +159.1% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling