+364.4%
PCAR vs TT
+887.4%
-523.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -6.2% | -7.2% | +0.9% | -2.6% |
| 3M | +5.9% | -3.0% | +8.9% | +7.2% |
| 6M | +0.4% | +1.4% | -1.0% | -0.8% |
| YTD | +14.8% | +15.9% | -1.1% | +5.7% |
| 1Y | +30.1% | +9.4% | +20.7% | +22.8% |
| 3Y | +66.7% | +124.4% | -57.7% | +3.1% |
| 5Y | +166.1% | +138.0% | +28.1% | +55.4% |
| All | +364.4% | +887.4% | -523.0% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling