+201.7%
PCAR vs TW
+301.3%
-99.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +4.9% | +3.9% | +1.0% | +4.3% |
| 30D | -1.4% | +19.9% | -21.4% | -4.2% |
| 3M | -18.1% | +25.9% | -44.1% | -21.1% |
| 6M | -4.0% | +21.1% | -25.2% | -7.2% |
| YTD | -1.5% | +23.9% | -25.4% | -5.6% |
| 1Y | +13.2% | +21.2% | -8.0% | +8.8% |
| 3Y | +35.8% | +44.8% | -9.0% | +22.9% |
| 5Y | +114.6% | +41.4% | +73.2% | +92.0% |
| All | +201.7% | +301.3% | -99.6% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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