+8,241.0%
TMO vs PCAR
+15,337.6%
-7,096.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -1.4% | -0.5% | -0.8% | -1.2% |
| 30D | +6.2% | -6.2% | +12.5% | +8.3% |
| 3M | +27.5% | +5.9% | +21.6% | +24.9% |
| 6M | +20.0% | +0.4% | +19.6% | +19.2% |
| YTD | +6.1% | +14.8% | -8.7% | +1.0% |
| 1Y | +25.8% | +30.1% | -4.3% | +15.0% |
| 3Y | +11.2% | +66.7% | -55.4% | -6.7% |
| 5Y | +9.6% | +166.1% | -156.6% | -21.3% |
| 10Y | +317.8% | +353.7% | -35.9% | +147.6% |
| All | +8,241.0% | +15,337.6% | -7,096.6% | +1,896.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling