+261.2%
ARM vs PCAR
+36.4%
+224.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.3% | -7.6% |
| 7D | -18.7% | +3.7% | -22.3% | -20.5% |
| 30D | -36.7% | -2.9% | -33.8% | -35.8% |
| 3M | -31.6% | -21.7% | -9.9% | -20.9% |
| 6M | -5.6% | -6.6% | +1.0% | -2.3% |
| YTD | +75.5% | -2.2% | +77.7% | +76.4% |
| 1Y | +19.3% | +12.2% | +7.1% | +9.6% |
| All | +261.2% | +36.4% | +224.8% | +159.8% |
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