+6,351.7%
AMD vs PCAR
+296.2%
+6,055.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.5% | +12.6% |
| 7D | -11.0% | +0.1% | -11.1% | -11.2% |
| 30D | -30.5% | -4.6% | -25.9% | -28.7% |
| 3M | -8.2% | -22.6% | +14.3% | +7.2% |
| 6M | +6.6% | -12.0% | +18.5% | +14.7% |
| YTD | +109.7% | -6.1% | +115.8% | +116.2% |
| 1Y | +88.9% | +6.3% | +82.6% | +79.1% |
| 3Y | +301.8% | +31.8% | +270.0% | +224.3% |
| 5Y | +229.4% | +104.2% | +125.2% | +99.1% |
| All | +6,351.7% | +296.2% | +6,055.5% | +3,795.2% |
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 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