-34.5%
TLT vs PCAR
+114.3%
-148.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.1% | +4.9% | -8.0% | -3.2% |
| 30D | +1.0% | -1.4% | +2.5% | +1.1% |
| 3M | -2.7% | -18.1% | +15.4% | -2.3% |
| 6M | -4.1% | -4.0% | -0.1% | -4.0% |
| YTD | -5.4% | -1.5% | -3.9% | -5.3% |
| 1Y | -7.0% | +13.2% | -20.2% | -7.1% |
| 3Y | +2.8% | +35.8% | -33.0% | +3.1% |
| All | -34.5% | +114.3% | -148.8% | -31.8% |
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