+13.4%
PCAR vs TPR
+28.7%
-15.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.8% |
| 7D | +2.2% | +6.4% | -4.2% | +0.7% |
| 30D | +0.3% | +13.8% | -13.4% | -2.6% |
| 3M | -17.9% | -16.6% | -1.3% | -15.0% |
| 6M | -3.4% | +0.7% | -4.1% | -5.4% |
| YTD | -0.1% | +5.3% | -5.4% | -1.6% |
| 1Y | +13.4% | +32.4% | -18.9% | +7.1% |
| All | +13.4% | +28.7% | -15.3% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling