+35.0%
PCAR vs TT
+85.3%
-50.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | 0.0% |
| 7D | +2.2% | -9.0% | +11.1% | +5.6% |
| 30D | -4.4% | -17.6% | +13.2% | +2.4% |
| 3M | -21.4% | -18.7% | -2.8% | -15.4% |
| 6M | -7.3% | -17.4% | +10.1% | -1.1% |
| YTD | -3.8% | +1.5% | -5.3% | -4.7% |
| 1Y | +6.3% | -9.4% | +15.7% | +9.5% |
| All | +35.0% | +85.3% | -50.3% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling