+11,749.2%
AMD vs PCAR
+13,042.4%
-1,293.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -1.0% |
| 7D | -15.5% | +3.7% | -19.2% | -17.1% |
| 30D | -22.6% | -2.9% | -19.7% | -21.8% |
| 3M | -5.7% | -21.7% | +16.0% | +6.0% |
| 6M | +43.1% | -6.6% | +49.8% | +47.8% |
| YTD | +128.2% | -2.2% | +130.5% | +129.8% |
| 1Y | +95.5% | +12.2% | +83.2% | +83.0% |
| 3Y | +335.4% | +36.5% | +298.9% | +266.3% |
| 5Y | +255.5% | +113.5% | +141.9% | +139.8% |
| 10Y | +7,350.9% | +319.4% | +7,031.5% | +3,432.4% |
| All | +11,749.2% | +13,042.4% | -1,293.2% | +1,374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling