+109.2%
PCAR vs TPR
+255.9%
-146.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.6% | -3.3% |
| 7D | +2.2% | +13.9% | -11.7% | -1.3% |
| 30D | -4.4% | +14.9% | -19.3% | -7.9% |
| 3M | -21.4% | -15.4% | -6.0% | -18.7% |
| 6M | -7.3% | -4.5% | -2.9% | -7.5% |
| YTD | -3.8% | +6.0% | -9.8% | -6.8% |
| 1Y | +6.3% | +24.3% | -18.0% | -1.6% |
| 3Y | +34.4% | +412.8% | -378.4% | -19.2% |
| 5Y | +109.2% | +258.4% | -149.2% | +36.0% |
| All | +109.2% | +255.9% | -146.7% | +36.0% |
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