+173.8%
TRV vs PCAR
+101.4%
+72.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +9.6% | -4.6% | +14.2% | +11.0% |
| 3M | +2.7% | -22.6% | +25.3% | +9.9% |
| 6M | +32.0% | -12.0% | +44.0% | +36.0% |
| YTD | +37.8% | -6.1% | +43.9% | +38.5% |
| 1Y | +45.2% | +6.3% | +38.9% | +40.4% |
| 3Y | +145.3% | +31.8% | +113.5% | +112.3% |
| All | +173.8% | +101.4% | +72.4% | +87.9% |
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 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