+331.1%
AMD vs PCAR
+66.6%
+264.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +2.6% | -0.5% | +3.1% | +2.9% |
| 30D | -0.9% | -6.2% | +5.3% | +3.4% |
| 3M | -8.7% | +5.9% | -14.6% | -12.1% |
| 6M | +136.3% | +0.4% | +135.9% | +134.8% |
| YTD | +123.0% | +14.8% | +108.2% | +103.6% |
| 1Y | +195.2% | +30.1% | +165.1% | +147.2% |
| All | +331.1% | +66.6% | +264.5% | +175.1% |
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