+67.6%
PCAR vs TTMI
+816.8%
-749.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.7% | -1.0% |
| 7D | -0.5% | +5.9% | -6.4% | -1.3% |
| 30D | -6.2% | -4.3% | -1.9% | -6.0% |
| 3M | +5.9% | -32.0% | +37.9% | +10.5% |
| 6M | +0.4% | +19.5% | -19.1% | -5.0% |
| YTD | +14.8% | +82.0% | -67.2% | +0.8% |
| 1Y | +30.1% | +172.6% | -142.5% | +4.2% |
| All | +67.6% | +816.8% | -749.2% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling