+115.2%
PCAR vs TPR
+230.3%
-115.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | -1.4% | +15.1% | -16.5% | -5.1% |
| 3M | -18.1% | +3.5% | -21.7% | -19.1% |
| 6M | -4.0% | +0.4% | -4.5% | -5.2% |
| YTD | -1.5% | +4.6% | -6.1% | -4.3% |
| 1Y | +13.2% | +33.1% | -19.9% | +3.0% |
| 3Y | +35.8% | +396.0% | -360.2% | -18.0% |
| All | +115.2% | +230.3% | -115.0% | +44.2% |
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