+4.1%
ARM vs PCAR
+10.0%
-5.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.6% | -11.5% | -12.3% |
| 7D | -27.1% | +2.2% | -29.3% | -27.8% |
| 30D | -44.9% | -4.4% | -40.5% | -43.7% |
| 3M | -39.3% | -21.4% | -17.9% | -30.5% |
| 6M | -20.2% | -7.3% | -12.8% | -16.6% |
| YTD | +52.5% | -3.8% | +56.3% | +59.1% |
| 1Y | +4.1% | +6.3% | -2.2% | +8.0% |
| All | +4.1% | +10.0% | -5.9% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling