+2,739.5%
PCAR vs TRI
+578.7%
+2,160.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.5% | -1.6% | +5.1% | +4.1% |
| 30D | -2.3% | +5.0% | -7.3% | -5.5% |
| 3M | -19.3% | +4.6% | -23.9% | -22.8% |
| 6M | -7.1% | +18.3% | -25.4% | -19.6% |
| YTD | -2.8% | -14.7% | +11.9% | -3.2% |
| 1Y | +9.3% | -16.7% | +26.0% | +10.2% |
| 3Y | +33.5% | -11.3% | +44.8% | +24.1% |
| 5Y | +112.6% | -0.6% | +113.2% | +80.0% |
| 10Y | +276.9% | +220.2% | +56.7% | +39.7% |
| All | +2,739.5% | +578.7% | +2,160.8% | +450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling