+168.2%
PCAR vs TRI
-7.1%
+175.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.1% |
| 7D | 0.0% | -7.1% | +7.1% | +0.8% |
| 30D | -7.7% | -2.3% | -5.4% | -7.6% |
| 3M | +3.7% | +19.6% | -15.9% | +1.4% |
| 6M | +2.3% | -8.7% | +11.0% | +4.0% |
| YTD | +12.8% | -22.3% | +35.1% | +20.0% |
| 1Y | +27.8% | -40.7% | +68.4% | +46.6% |
| 3Y | +61.8% | -17.8% | +79.6% | +61.3% |
| 5Y | +168.2% | -8.5% | +176.7% | +141.0% |
| All | +168.2% | -7.1% | +175.3% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling