+116.4%
PCAR vs TPR
+264.1%
-147.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.1% |
| 7D | +2.9% | +12.7% | -9.8% | -0.2% |
| 30D | -2.1% | +17.1% | -19.2% | -6.1% |
| 3M | -20.4% | -15.9% | -4.5% | -17.4% |
| 6M | -7.0% | +2.6% | -9.6% | -8.6% |
| YTD | -2.6% | +7.5% | -10.1% | -6.0% |
| 1Y | +9.8% | +32.9% | -23.2% | +0.1% |
| 3Y | +37.3% | +413.8% | -376.6% | -17.4% |
| 5Y | +116.4% | +263.9% | -147.4% | +40.4% |
| All | +116.4% | +264.1% | -147.7% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling