+339.5%
PCAR vs TRU
+238.0%
+101.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +1.8% |
| 7D | -0.5% | -6.8% | +6.2% | +1.4% |
| 30D | -6.2% | 0.0% | -6.3% | -6.4% |
| 3M | +5.9% | +13.3% | -7.4% | +1.6% |
| 6M | +0.4% | +3.4% | -3.0% | -1.6% |
| YTD | +14.8% | -6.4% | +21.2% | +14.9% |
| 1Y | +30.1% | -9.7% | +39.8% | +30.9% |
| 3Y | +66.7% | +0.1% | +66.5% | +56.7% |
| 5Y | +166.1% | -34.0% | +200.2% | +182.5% |
| 10Y | +353.7% | +147.9% | +205.8% | +194.9% |
| All | +339.5% | +238.0% | +101.6% | +166.7% |
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