-9.3%
TEAM vs PCAR
+36.1%
-45.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | 0.0% |
| 7D | -17.2% | +2.9% | -20.1% | -17.6% |
| 30D | -25.1% | -2.1% | -23.0% | -24.8% |
| 3M | +3.9% | -20.4% | +24.3% | +8.5% |
| 6M | +69.1% | -7.0% | +76.1% | +70.7% |
| YTD | -4.5% | -2.6% | -1.8% | -7.7% |
| 1Y | -1.9% | +9.8% | -11.6% | -10.2% |
| 3Y | -9.3% | +37.3% | -46.6% | -39.9% |
| All | -9.3% | +36.1% | -45.4% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling