+3,254.0%
PCAR vs TRI
+561.6%
+2,692.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +2.9% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -6.2% | +7.9% | -14.1% | -10.3% |
| 3M | +5.9% | +24.1% | -18.2% | -7.9% |
| 6M | +0.4% | +3.8% | -3.4% | -6.7% |
| YTD | +14.8% | -16.9% | +31.7% | +17.6% |
| 1Y | +30.1% | -38.4% | +68.5% | +57.8% |
| 3Y | +66.7% | -12.2% | +78.9% | +57.6% |
| 5Y | +166.1% | -1.8% | +167.9% | +129.3% |
| 10Y | +353.7% | +207.6% | +146.1% | +74.5% |
| All | +3,254.0% | +561.6% | +2,692.4% | +568.4% |
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