+157.9%
TRV vs PCAR
+168.1%
-10.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -3.4% | -6.2% | +2.8% | -1.8% |
| 3M | +26.4% | +5.9% | +20.5% | +24.1% |
| 6M | +19.3% | +0.4% | +18.9% | +18.6% |
| YTD | +28.3% | +14.8% | +13.5% | +22.3% |
| 1Y | +34.3% | +30.1% | +4.2% | +22.7% |
| 3Y | +140.1% | +66.7% | +73.5% | +93.6% |
| All | +157.9% | +168.1% | -10.1% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling