+4,751.5%
PCAR vs TPR
+8,117.6%
-3,366.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.6% | -4.1% |
| 7D | +2.2% | +13.9% | -11.7% | -2.6% |
| 30D | -4.4% | +14.9% | -19.3% | -9.3% |
| 3M | -21.4% | -15.4% | -6.0% | -17.6% |
| 6M | -7.3% | -4.5% | -2.9% | -7.6% |
| YTD | -3.8% | +6.0% | -9.8% | -8.2% |
| 1Y | +6.3% | +24.3% | -18.0% | -4.6% |
| 3Y | +34.4% | +412.8% | -378.4% | -31.8% |
| 5Y | +109.2% | +258.4% | -149.2% | +15.1% |
| 10Y | +312.9% | +396.8% | -83.9% | +64.9% |
| All | +4,751.5% | +8,117.6% | -3,366.1% | +662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling