-35.1%
TLT vs PCAR
+114.5%
-149.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | 0.0% |
| 7D | +0.3% | +2.9% | -2.6% | +0.2% |
| 30D | +5.1% | -2.1% | +7.2% | +5.1% |
| 3M | -0.2% | -20.4% | +20.2% | +0.3% |
| 6M | -2.9% | -7.0% | +4.1% | -2.8% |
| YTD | -2.7% | -2.6% | 0.0% | -2.6% |
| 1Y | -4.6% | +9.8% | -14.4% | -4.6% |
| 3Y | +6.1% | +37.3% | -31.2% | +6.5% |
| 5Y | -35.1% | +116.4% | -151.6% | -31.7% |
| All | -35.1% | +114.5% | -149.7% | -31.7% |
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 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