+328.6%
TMO vs PCAR
+374.5%
-45.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -1.6% | +0.9% | -0.1% |
| 30D | +1.1% | -6.4% | +7.5% | +3.5% |
| 3M | +28.3% | +4.7% | +23.7% | +25.9% |
| 6M | +23.3% | +4.5% | +18.8% | +20.5% |
| YTD | +5.5% | +13.0% | -7.6% | 0.0% |
| 1Y | +24.5% | +23.6% | +1.0% | +14.0% |
| 3Y | +19.6% | +60.7% | -41.2% | -1.7% |
| 5Y | +8.1% | +164.5% | -156.4% | -26.9% |
| All | +328.6% | +374.5% | -45.9% | +117.3% |
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