+287.1%
PCAR vs TRU
+183.1%
+104.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | -1.4% | +21.3% | -22.7% | -6.9% |
| 3M | -18.1% | +0.2% | -18.4% | -18.6% |
| 6M | -4.0% | +22.4% | -26.4% | -10.3% |
| YTD | -1.5% | -4.8% | +3.4% | -2.2% |
| 1Y | +13.2% | -0.2% | +13.4% | +10.7% |
| 3Y | +35.8% | +57.9% | -22.1% | +12.3% |
| 5Y | +114.6% | -26.1% | +140.8% | +119.6% |
| All | +287.1% | +183.1% | +104.0% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling