+31.8%
PCAR vs TTMI
+355.9%
-324.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.9% | -9.3% | -3.1% |
| 7D | +0.1% | -19.8% | +19.9% | +1.9% |
| 30D | -4.6% | -48.1% | +43.6% | +1.0% |
| 3M | -22.6% | -51.2% | +28.7% | -17.7% |
| 6M | -12.0% | -59.6% | +47.6% | -5.2% |
| YTD | -6.1% | -3.6% | -2.5% | -13.0% |
| 1Y | +6.3% | -2.3% | +8.7% | -2.3% |
| 3Y | +31.8% | +369.4% | -337.6% | -17.0% |
| All | +31.8% | +355.9% | -324.1% | -17.0% |
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