+196.6%
AMD vs PCAR
+108.5%
+88.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.6% | -15.7% | -16.2% |
| 7D | -28.6% | +2.2% | -30.8% | -29.5% |
| 30D | -37.7% | -4.4% | -33.3% | -36.0% |
| 3M | -16.1% | -21.4% | +5.3% | -1.4% |
| 6M | +13.8% | -7.3% | +21.2% | +19.4% |
| YTD | +88.8% | -3.8% | +92.6% | +91.9% |
| 1Y | +57.8% | +6.3% | +51.5% | +49.0% |
| 3Y | +260.3% | +34.4% | +225.9% | +170.5% |
| 5Y | +196.6% | +109.2% | +87.4% | +48.4% |
| All | +196.6% | +108.5% | +88.1% | +48.4% |
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