+9,412.3%
TMO vs PCAR
+13,107.1%
-3,694.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.0% |
| 7D | +3.3% | +2.1% | +1.2% | +2.7% |
| 30D | +5.5% | -1.2% | +6.7% | +5.8% |
| 3M | +16.1% | -18.6% | +34.7% | +23.4% |
| 6M | +52.6% | -5.1% | +57.6% | +54.1% |
| YTD | +21.0% | -1.8% | +22.8% | +20.6% |
| 1Y | +19.4% | +10.6% | +8.7% | +14.6% |
| 3Y | +57.5% | +34.9% | +22.6% | +40.8% |
| 5Y | +11.7% | +114.0% | -102.3% | -14.3% |
| 10Y | +375.7% | +288.4% | +87.3% | +195.1% |
| All | +9,412.3% | +13,107.1% | -3,694.8% | +2,283.5% |
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