+12.2%
PCAR vs TTMI
+9.6%
+2.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.1% | +14.2% | +4.5% |
| 7D | +3.7% | -19.2% | +22.8% | +4.7% |
| 30D | -2.9% | -44.9% | +42.0% | +0.3% |
| 3M | -21.7% | -44.7% | +23.0% | -19.3% |
| 6M | -6.6% | -53.4% | +46.8% | -2.8% |
| YTD | -2.2% | +6.3% | -8.6% | -5.8% |
| 1Y | +12.2% | +10.7% | +1.5% | +7.7% |
| All | +12.2% | +9.6% | +2.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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