+9,667.5%
TMO vs PCAR
+13,012.7%
-3,345.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.8% | +3.8% | -1.0% | +1.7% |
| 30D | +9.1% | -2.0% | +11.1% | +9.7% |
| 3M | +19.9% | -19.1% | +38.9% | +27.6% |
| 6M | +54.7% | -6.8% | +61.5% | +57.2% |
| YTD | +24.3% | -2.5% | +26.8% | +24.1% |
| 1Y | +25.0% | +9.7% | +15.4% | +20.4% |
| 3Y | +61.7% | +34.0% | +27.8% | +44.9% |
| 5Y | +16.2% | +113.3% | -97.1% | -10.7% |
| 10Y | +378.7% | +278.2% | +100.5% | +199.4% |
| All | +9,667.5% | +13,012.7% | -3,345.3% | +2,352.9% |
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