+285.9%
PCAR vs TT
+737.0%
-451.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +2.1% | +8.1% | -6.0% | -1.8% |
| 30D | -1.2% | -11.3% | +10.1% | +4.4% |
| 3M | -18.6% | -11.2% | -7.4% | -14.2% |
| 6M | -5.1% | -8.9% | +3.8% | -1.5% |
| YTD | -1.8% | +9.7% | -11.5% | -7.7% |
| 1Y | +10.6% | +1.3% | +9.4% | +8.2% |
| 3Y | +34.9% | +93.4% | -58.4% | -9.6% |
| 5Y | +114.0% | +133.5% | -19.6% | +25.1% |
| All | +285.9% | +737.0% | -451.1% | -7.9% |
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 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