+37.3%
PCAR vs TT
+94.8%
-57.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.0% |
| 7D | +2.9% | +1.7% | +1.2% | +2.2% |
| 30D | -2.1% | -11.8% | +9.7% | +2.3% |
| 3M | -20.4% | -12.6% | -7.8% | -16.6% |
| 6M | -7.0% | -9.4% | +2.4% | -4.1% |
| YTD | -2.6% | +8.8% | -11.5% | -6.0% |
| 1Y | +9.8% | -2.5% | +12.3% | +10.1% |
| 3Y | +37.3% | +95.7% | -58.4% | +1.9% |
| All | +37.3% | +94.8% | -57.5% | +1.9% |
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 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