+106.6%
PCAR vs TW
+37.3%
+69.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +0.1% | +4.2% | -4.2% | -0.3% |
| 30D | -4.6% | +18.9% | -23.5% | -6.0% |
| 3M | -22.6% | +23.8% | -46.4% | -24.0% |
| 6M | -12.0% | +17.0% | -29.0% | -13.3% |
| YTD | -6.1% | +19.2% | -25.3% | -8.0% |
| 1Y | +6.3% | +20.1% | -13.8% | +4.0% |
| 3Y | +31.8% | +40.5% | -8.7% | +22.2% |
| All | +106.6% | +37.3% | +69.3% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling