+2,769.4%
PCAR vs TRI
+584.0%
+2,185.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +2.1% | -7.5% | +9.6% | +5.9% |
| 30D | -1.2% | +3.9% | -5.1% | -3.9% |
| 3M | -18.6% | +7.2% | -25.8% | -23.0% |
| 6M | -5.1% | +27.0% | -32.0% | -20.8% |
| YTD | -1.8% | -14.0% | +12.3% | -2.6% |
| 1Y | +10.6% | -17.7% | +28.3% | +12.5% |
| 3Y | +34.9% | -10.7% | +45.6% | +24.9% |
| 5Y | +114.0% | +0.6% | +113.4% | +80.0% |
| 10Y | +288.4% | +225.3% | +63.1% | +42.6% |
| All | +2,769.4% | +584.0% | +2,185.4% | +454.0% |
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 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