+772.8%
TEAM vs PCAR
+385.7%
+387.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.0% |
| 7D | -10.2% | +2.2% | -12.4% | -10.8% |
| 30D | -5.5% | -4.4% | -1.1% | -4.3% |
| 3M | +61.7% | -21.4% | +83.2% | +73.8% |
| 6M | +98.5% | -7.3% | +105.8% | +101.2% |
| YTD | +13.0% | -3.8% | +16.8% | +11.3% |
| 1Y | +13.5% | +6.3% | +7.2% | +7.6% |
| 3Y | +3.6% | +34.4% | -30.8% | -11.2% |
| 5Y | -58.4% | +109.2% | -167.6% | -69.6% |
| 10Y | +581.4% | +312.9% | +268.5% | +269.9% |
| All | +772.8% | +385.7% | +387.1% | +349.0% |
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