-21.7%
TLT vs PCAR
+363.2%
-384.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.5% |
| 30D | -0.6% | -6.2% | +5.7% | -1.1% |
| 3M | -2.7% | +5.9% | -8.6% | -2.2% |
| 6M | -5.6% | +0.4% | -6.0% | -5.5% |
| YTD | -2.8% | +14.8% | -17.6% | -1.4% |
| 1Y | -1.4% | +30.1% | -31.5% | +1.3% |
| 3Y | -1.6% | +66.7% | -68.2% | +5.3% |
| 5Y | -33.8% | +166.1% | -199.9% | -23.0% |
| All | -21.7% | +363.2% | -384.9% | +5.7% |
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