+1,110.9%
PCAR vs TNA
+781.2%
+329.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +4.9% | +3.7% | +1.2% | +3.7% |
| 30D | -1.4% | +4.4% | -5.8% | -3.3% |
| 3M | -18.1% | -26.7% | +8.5% | -11.2% |
| 6M | -4.0% | -12.8% | +8.8% | -1.8% |
| YTD | -1.5% | +22.7% | -24.1% | -10.1% |
| 1Y | +13.2% | +35.7% | -22.5% | -0.2% |
| 3Y | +35.8% | +134.6% | -98.8% | -9.2% |
| 5Y | +114.6% | -46.0% | +160.6% | +96.3% |
| 10Y | +289.6% | +38.0% | +251.5% | +83.4% |
| All | +1,110.9% | +781.2% | +329.7% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling