+295.0%
PCAR vs TRI
+221.6%
+73.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +2.2% | -7.2% | +9.4% | +3.8% |
| 30D | +0.3% | +4.4% | -4.1% | -0.9% |
| 3M | -17.9% | +4.5% | -22.4% | -19.3% |
| 6M | -3.4% | +23.7% | -27.1% | -10.0% |
| YTD | -0.1% | -14.4% | +14.3% | +3.4% |
| 1Y | +13.4% | -17.4% | +30.8% | +18.9% |
| 3Y | +37.2% | -11.0% | +48.2% | +34.7% |
| 5Y | +117.3% | +0.7% | +116.7% | +99.0% |
| 10Y | +295.0% | +224.0% | +70.9% | +111.0% |
| All | +295.0% | +221.6% | +73.4% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling