+352.5%
TRV vs PCAR
+291.3%
+61.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.4% | +3.5% | -2.1% | +0.1% |
| 30D | +8.7% | -2.3% | +11.0% | +9.6% |
| 3M | +7.1% | -19.3% | +26.4% | +15.9% |
| 6M | +35.5% | -7.1% | +42.6% | +38.3% |
| YTD | +39.7% | -2.8% | +42.5% | +39.0% |
| 1Y | +44.1% | +9.3% | +34.8% | +36.4% |
| 3Y | +148.1% | +33.5% | +114.6% | +107.9% |
| 5Y | +178.6% | +112.6% | +65.9% | +83.7% |
| 10Y | +352.5% | +276.9% | +75.6% | +142.3% |
| All | +352.5% | +291.3% | +61.3% | +142.3% |
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