+6.3%
PCAR vs TPR
+42.2%
-35.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | +0.1% | +14.2% | -14.1% | -2.9% |
| 30D | -4.6% | +17.1% | -21.7% | -7.9% |
| 3M | -22.6% | -17.7% | -4.9% | -19.6% |
| 6M | -12.0% | -10.2% | -1.8% | -11.2% |
| YTD | -6.1% | +4.9% | -11.0% | -7.4% |
| 1Y | +6.3% | +36.1% | -29.8% | -0.7% |
| All | +6.3% | +42.2% | -35.9% | -0.7% |
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