-50.3%
TEAM vs PCAR
+168.1%
-218.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | +67.3% | -6.2% | +73.5% | +71.0% |
| 3M | +86.8% | +5.9% | +80.9% | +81.9% |
| 6M | +146.8% | +0.4% | +146.4% | +143.3% |
| YTD | +16.9% | +14.8% | +2.1% | +6.8% |
| 1Y | +12.8% | +30.1% | -17.3% | -3.7% |
| 3Y | -7.3% | +66.7% | -73.9% | -34.7% |
| All | -50.3% | +168.1% | -218.4% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling