+168.2%
PCAR vs TRU
-35.2%
+203.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.1% |
| 7D | 0.0% | -7.2% | +7.2% | +1.7% |
| 30D | -7.7% | -2.8% | -4.9% | -7.2% |
| 3M | +3.7% | +13.0% | -9.3% | +0.4% |
| 6M | +2.3% | +0.7% | +1.6% | +1.4% |
| YTD | +12.8% | -9.0% | +21.8% | +13.7% |
| 1Y | +27.8% | -16.3% | +44.1% | +31.1% |
| 3Y | +61.8% | -1.1% | +62.9% | +57.7% |
| 5Y | +168.2% | -36.0% | +204.2% | +201.0% |
| All | +168.2% | -35.2% | +203.4% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling