-16.6%
TLT vs PCAR
+296.2%
-312.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +6.2% | -4.6% | +10.7% | +5.8% |
| 3M | +0.1% | -22.6% | +22.6% | -2.0% |
| 6M | -3.0% | -12.0% | +9.0% | -3.8% |
| YTD | -2.7% | -6.1% | +3.4% | -2.9% |
| 1Y | -4.8% | +6.3% | -11.2% | -3.8% |
| 3Y | +6.9% | +31.8% | -24.9% | +12.1% |
| 5Y | -34.5% | +104.2% | -138.6% | -25.7% |
| All | -16.6% | +296.2% | -312.8% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling