+12.2%
PCAR vs TRI
-22.4%
+34.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.4% | +4.2% |
| 7D | +3.7% | +1.0% | +2.7% | +3.7% |
| 30D | -2.9% | +20.8% | -23.7% | -2.2% |
| 3M | -21.7% | +8.1% | -29.8% | -21.4% |
| 6M | -6.6% | +24.2% | -30.8% | -4.9% |
| YTD | -2.2% | -7.8% | +5.5% | +7.0% |
| 1Y | +12.2% | -16.7% | +28.9% | +29.2% |
| All | +12.2% | -22.4% | +34.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling