+27.3%
PCAR vs TRI
-42.8%
+70.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.5% |
| 7D | -1.6% | -14.4% | +12.8% | -2.1% |
| 30D | -7.3% | -8.1% | +0.8% | -7.5% |
| 3M | +7.8% | +17.5% | -9.7% | +9.9% |
| 6M | +3.6% | -5.0% | +8.5% | +4.9% |
| YTD | +12.9% | -24.7% | +37.6% | +19.3% |
| 1Y | +27.3% | -41.5% | +68.8% | +35.5% |
| All | +27.3% | -42.8% | +70.1% | +35.5% |
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