+6.3%
PCAR vs TT
-7.6%
+13.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | -4.6% | -14.0% | +9.5% | +1.0% |
| 3M | -22.6% | -15.9% | -6.7% | -17.2% |
| 6M | -12.0% | -17.3% | +5.4% | -5.6% |
| YTD | -6.1% | +4.0% | -10.1% | -6.4% |
| 1Y | +6.3% | -7.1% | +13.4% | +14.4% |
| All | +6.3% | -7.6% | +13.9% | +14.4% |
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