+1,311.0%
PCAR vs TNA
+1,004.3%
+306.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -6.2% | -4.9% | -1.3% | -5.0% |
| 3M | +5.9% | +0.4% | +5.5% | +5.1% |
| 6M | +0.4% | +32.5% | -32.1% | -9.2% |
| YTD | +14.8% | +53.7% | -38.9% | -1.2% |
| 1Y | +30.1% | +65.1% | -35.0% | +8.3% |
| 3Y | +66.7% | +98.4% | -31.8% | +17.6% |
| 5Y | +166.1% | -22.5% | +188.6% | +118.4% |
| 10Y | +353.7% | +82.5% | +271.1% | +95.9% |
| All | +1,311.0% | +1,004.3% | +306.7% | +66.0% |
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