+293.0%
PCAR vs TT
+782.6%
-489.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +1.4% |
| 7D | +2.9% | +1.7% | +1.2% | +1.9% |
| 30D | -2.1% | -11.8% | +9.7% | +3.7% |
| 3M | -20.4% | -12.6% | -7.8% | -15.4% |
| 6M | -7.0% | -9.4% | +2.4% | -3.3% |
| YTD | -2.6% | +8.8% | -11.5% | -8.2% |
| 1Y | +9.8% | -2.5% | +12.3% | +9.4% |
| 3Y | +37.3% | +95.7% | -58.4% | -8.8% |
| 5Y | +116.4% | +135.7% | -19.3% | +25.7% |
| 10Y | +293.0% | +750.6% | -457.7% | -7.7% |
| All | +293.0% | +782.6% | -489.6% | -7.7% |
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