+15.1%
TEAM vs PCAR
+12.4%
+2.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.7% | +0.6% |
| 7D | -13.7% | +3.7% | -17.4% | -12.8% |
| 30D | -3.4% | -2.9% | -0.5% | -4.4% |
| 3M | +72.1% | -21.7% | +93.8% | +57.8% |
| 6M | +103.8% | -6.6% | +110.5% | +104.1% |
| YTD | +17.1% | -2.2% | +19.4% | +11.2% |
| 1Y | +15.1% | +12.2% | +2.8% | +2.5% |
| All | +15.1% | +12.4% | +2.7% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling