-65.3%
TEAM vs PCAR
+101.4%
-166.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.4% | -13.7% | -15.3% |
| 7D | -19.8% | +0.1% | -19.9% | -19.8% |
| 30D | -21.5% | -4.6% | -16.9% | -20.1% |
| 3M | +39.5% | -22.6% | +62.1% | +52.9% |
| 6M | +73.1% | -12.0% | +85.0% | +79.5% |
| YTD | -5.2% | -6.1% | +0.9% | -7.1% |
| 1Y | -1.6% | +6.3% | -7.9% | -9.9% |
| 3Y | -11.4% | +31.8% | -43.2% | -32.8% |
| All | -65.3% | +101.4% | -166.7% | -82.2% |
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 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