+259.5%
PCAR vs TRU
+243.5%
+16.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.8% |
| 7D | +0.1% | +5.7% | -5.6% | -1.5% |
| 30D | -4.6% | +29.2% | -33.8% | -11.6% |
| 3M | -22.6% | +2.7% | -25.2% | -23.6% |
| 6M | -12.0% | +15.2% | -27.2% | -16.5% |
| YTD | -6.1% | -4.9% | -1.2% | -6.9% |
| 1Y | +6.3% | +3.4% | +2.9% | +2.8% |
| 3Y | +31.8% | +63.2% | -31.4% | +7.4% |
| 5Y | +104.2% | -26.6% | +130.8% | +108.0% |
| 10Y | +302.9% | +172.8% | +130.1% | +152.4% |
| All | +259.5% | +243.5% | +16.0% | +116.2% |
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