+145.3%
TRV vs PCAR
+31.0%
+114.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | -0.3% | +0.1% | -0.3% | -0.2% |
| 30D | +9.6% | -4.6% | +14.2% | +10.6% |
| 3M | +2.7% | -22.6% | +25.3% | +7.5% |
| 6M | +32.0% | -12.0% | +44.0% | +34.8% |
| YTD | +37.8% | -6.1% | +43.9% | +38.3% |
| 1Y | +45.2% | +6.3% | +38.9% | +41.8% |
| 3Y | +145.3% | +31.8% | +113.5% | +147.2% |
| All | +145.3% | +31.0% | +114.3% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling