+287.1%
PCAR vs TT
+725.1%
-438.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.0% |
| 7D | +4.9% | +4.0% | +0.9% | +2.9% |
| 30D | -1.4% | -11.3% | +9.9% | +4.1% |
| 3M | -18.1% | -12.3% | -5.8% | -13.2% |
| 6M | -4.0% | -10.8% | +6.8% | +0.7% |
| YTD | -1.5% | +8.2% | -9.6% | -6.8% |
| 1Y | +13.2% | +1.5% | +11.7% | +10.5% |
| 3Y | +35.8% | +91.5% | -55.7% | -8.6% |
| 5Y | +114.6% | +130.2% | -15.6% | +26.4% |
| All | +287.1% | +725.1% | -438.0% | -7.0% |
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