-65.5%
TEAM vs PCAR
+118.9%
-184.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.7% |
| 7D | -19.7% | +2.2% | -21.9% | -20.3% |
| 30D | -26.6% | +0.3% | -27.0% | -26.7% |
| 3M | -1.1% | -17.9% | +16.9% | +6.1% |
| 6M | +74.6% | -3.4% | +78.0% | +74.8% |
| YTD | -6.0% | -0.1% | -5.9% | -10.0% |
| 1Y | -3.2% | +13.4% | -16.6% | -13.6% |
| 3Y | -13.5% | +37.2% | -50.7% | -35.1% |
| 5Y | -65.5% | +117.3% | -182.8% | -82.8% |
| All | -65.5% | +118.9% | -184.3% | -82.8% |
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