+273.4%
PCAR vs TRU
+247.6%
+25.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +3.8% | +4.6% | -0.8% | +2.5% |
| 30D | -2.0% | +25.4% | -27.4% | -8.4% |
| 3M | -19.1% | +4.0% | -23.0% | -20.4% |
| 6M | -6.8% | +14.5% | -21.3% | -11.4% |
| YTD | -2.5% | -3.7% | +1.3% | -3.6% |
| 1Y | +9.7% | +2.8% | +6.9% | +6.2% |
| 3Y | +34.0% | +58.5% | -24.6% | +10.2% |
| 5Y | +113.3% | -25.0% | +138.4% | +116.0% |
| 10Y | +278.2% | +186.0% | +92.2% | +133.7% |
| All | +273.4% | +247.6% | +25.8% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling