+631.8%
TEAM vs PCAR
+374.0%
+257.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.4% | -13.7% | -15.4% |
| 7D | -19.8% | +0.1% | -19.9% | -19.8% |
| 30D | -21.5% | -4.6% | -16.9% | -20.3% |
| 3M | +39.5% | -22.6% | +62.1% | +50.8% |
| 6M | +73.1% | -12.0% | +85.0% | +78.7% |
| YTD | -5.2% | -6.1% | +0.9% | -5.8% |
| 1Y | -1.6% | +6.3% | -7.9% | -6.7% |
| 3Y | -11.4% | +31.8% | -43.2% | -23.6% |
| 5Y | -65.1% | +104.2% | -169.3% | -74.3% |
| 10Y | +471.3% | +302.9% | +168.4% | +212.9% |
| All | +631.8% | +374.0% | +257.9% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling