-11.4%
TEAM vs PCAR
+31.0%
-42.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.4% | -13.7% | -15.6% |
| 7D | -19.8% | +0.1% | -19.9% | -19.8% |
| 30D | -21.5% | -4.6% | -16.9% | -20.7% |
| 3M | +39.5% | -22.6% | +62.1% | +46.7% |
| 6M | +73.1% | -12.0% | +85.0% | +76.9% |
| YTD | -5.2% | -6.1% | +0.9% | -7.7% |
| 1Y | -1.6% | +6.3% | -7.9% | -9.4% |
| 3Y | -11.4% | +31.8% | -43.2% | -42.2% |
| All | -11.4% | +31.0% | -42.5% | -42.2% |
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