+443.6%
TEAM vs PCAR
+288.5%
+155.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.4% | +4.9% | -7.3% | -3.9% |
| 30D | -26.7% | -1.4% | -25.3% | -26.4% |
| 3M | -9.6% | -18.1% | +8.5% | -4.1% |
| 6M | +86.0% | -4.0% | +90.1% | +86.8% |
| YTD | -7.5% | -1.5% | -6.0% | -9.5% |
| 1Y | -1.4% | +13.2% | -14.5% | -8.5% |
| 3Y | -14.3% | +35.8% | -50.1% | -26.8% |
| 5Y | -66.3% | +114.6% | -180.9% | -75.6% |
| All | +443.6% | +288.5% | +155.1% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling