+251.6%
PCAR vs TW
+221.1%
+30.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -0.5% | -2.3% | +1.8% | -0.1% |
| 30D | -6.2% | +3.9% | -10.2% | -6.8% |
| 3M | +5.9% | +5.7% | +0.2% | +4.6% |
| 6M | +0.4% | -14.5% | +14.9% | +2.7% |
| YTD | +14.8% | -0.9% | +15.7% | +14.0% |
| 1Y | +30.1% | -13.5% | +43.6% | +32.4% |
| 3Y | +66.7% | +25.0% | +41.7% | +53.6% |
| 5Y | +166.1% | +22.7% | +143.4% | +141.8% |
| All | +251.6% | +221.1% | +30.5% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling