+285.9%
PCAR vs TTMI
+408.9%
-123.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.1% |
| 7D | +2.1% | +22.6% | -20.5% | -1.6% |
| 30D | -1.2% | -34.3% | +33.1% | +4.1% |
| 3M | -18.6% | -44.8% | +26.2% | -12.2% |
| 6M | -5.1% | -53.3% | +48.2% | +3.8% |
| YTD | -1.8% | +10.6% | -12.3% | -13.1% |
| 1Y | +10.6% | +8.2% | +2.4% | -2.7% |
| 3Y | +34.9% | +435.7% | -400.8% | -23.2% |
| 5Y | +114.0% | +434.2% | -320.2% | +16.9% |
| All | +285.9% | +408.9% | -123.0% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling