+5,689.3%
PCAR vs TPR
+7,380.8%
-1,691.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -2.3% | +1.8% | +0.3% |
| 30D | -6.2% | -23.0% | +16.7% | +2.0% |
| 3M | +5.9% | -12.5% | +18.4% | +9.8% |
| 6M | +0.4% | -21.4% | +21.8% | +7.6% |
| YTD | +14.8% | -3.5% | +18.3% | +13.8% |
| 1Y | +30.1% | +17.4% | +12.8% | +19.3% |
| 3Y | +66.7% | +291.3% | -224.6% | -6.4% |
| 5Y | +166.1% | +241.9% | -75.8% | +48.8% |
| 10Y | +353.7% | +322.7% | +31.0% | +93.2% |
| All | +5,689.3% | +7,380.8% | -1,691.5% | +844.1% |
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