+361.8%
PCAR vs TSEM
+1,289.9%
-928.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.2% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | -7.3% | -16.6% | +9.4% | -4.8% |
| 3M | +7.8% | -10.9% | +18.7% | +7.7% |
| 6M | +3.6% | +78.0% | -74.4% | -10.6% |
| YTD | +12.9% | +77.2% | -64.3% | -3.4% |
| 1Y | +27.3% | +207.6% | -180.3% | -3.1% |
| 3Y | +61.9% | +637.8% | -576.0% | -0.6% |
| 5Y | +164.2% | +617.0% | -452.8% | +57.5% |
| All | +361.8% | +1,289.9% | -928.1% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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