+12.2%
PCAR vs TT
-6.5%
+18.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.7% |
| 7D | +3.7% | -8.5% | +12.1% | +7.3% |
| 30D | -2.9% | -12.8% | +9.9% | +2.3% |
| 3M | -21.7% | -12.9% | -8.8% | -17.5% |
| 6M | -6.6% | -15.2% | +8.6% | -0.7% |
| YTD | -2.2% | +6.2% | -8.5% | -3.6% |
| 1Y | +12.2% | -4.5% | +16.8% | +19.9% |
| All | +12.2% | -6.5% | +18.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling