+28.0%
PCAR vs TTMI
+164.8%
-136.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.2% |
| 7D | -0.2% | +7.5% | -7.7% | -0.8% |
| 30D | -6.9% | -4.5% | -2.4% | -6.7% |
| 3M | +2.1% | -28.5% | +30.6% | +4.7% |
| 6M | +1.6% | +28.4% | -26.8% | -2.1% |
| YTD | +12.2% | +80.1% | -67.8% | +6.0% |
| 1Y | +28.0% | +161.0% | -133.0% | +17.4% |
| All | +28.0% | +164.8% | -136.7% | +17.4% |
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