+35.0%
PCAR vs TPR
+412.6%
-377.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.6% | -3.1% |
| 7D | +2.2% | +13.9% | -11.7% | -0.9% |
| 30D | -4.4% | +14.9% | -19.3% | -7.5% |
| 3M | -21.4% | -15.4% | -6.0% | -19.0% |
| 6M | -7.3% | -4.5% | -2.9% | -7.6% |
| YTD | -3.8% | +6.0% | -9.8% | -6.4% |
| 1Y | +6.3% | +24.3% | -18.0% | -0.6% |
| All | +35.0% | +412.6% | -377.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling