+245.4%
PCAR vs TW
+211.4%
+34.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.3% |
| 7D | 0.0% | -3.5% | +3.5% | +0.6% |
| 30D | -7.7% | +0.5% | -8.2% | -7.8% |
| 3M | +3.7% | +4.9% | -1.2% | +2.5% |
| 6M | +2.3% | -17.1% | +19.4% | +5.1% |
| YTD | +12.8% | -3.9% | +16.7% | +12.5% |
| 1Y | +27.8% | -13.3% | +41.0% | +29.8% |
| 3Y | +61.8% | +20.9% | +40.9% | +49.9% |
| 5Y | +168.2% | +20.5% | +147.7% | +144.1% |
| All | +245.4% | +211.4% | +34.0% | +153.5% |
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