+261.9%
AMD vs PCAR
+34.2%
+227.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.6% | -15.7% | -16.3% |
| 7D | -28.6% | +2.2% | -30.8% | -29.4% |
| 30D | -37.7% | -4.4% | -33.3% | -36.1% |
| 3M | -16.1% | -21.4% | +5.3% | -2.5% |
| 6M | +13.8% | -7.3% | +21.2% | +19.0% |
| YTD | +88.8% | -3.8% | +92.6% | +92.0% |
| 1Y | +57.8% | +6.3% | +51.5% | +50.4% |
| All | +261.9% | +34.2% | +227.6% | +151.0% |
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