+172.3%
PCAR vs TT
+140.2%
+32.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -6.2% | -7.4% | +1.1% | -3.1% |
| 3M | +5.9% | -3.2% | +9.1% | +7.2% |
| 6M | +0.4% | +1.1% | -0.7% | -0.4% |
| YTD | +14.8% | +15.6% | -0.8% | +7.5% |
| 1Y | +30.1% | +9.2% | +20.9% | +24.5% |
| 3Y | +66.7% | +124.4% | -57.7% | +11.5% |
| All | +172.3% | +140.2% | +32.1% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling