+162.2%
ARM vs PCAR
+38.9%
+123.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.6% | -11.5% | -12.1% |
| 7D | -27.1% | +2.2% | -29.3% | -28.1% |
| 30D | -44.9% | -4.4% | -40.5% | -43.5% |
| 3M | -39.3% | -21.4% | -17.9% | -29.6% |
| 6M | -20.2% | -7.3% | -12.8% | -16.9% |
| YTD | +52.5% | -3.8% | +56.3% | +54.8% |
| 1Y | +4.1% | +6.3% | -2.2% | -1.3% |
| 3Y | +211.7% | +34.4% | +177.3% | +109.0% |
| All | +162.2% | +38.9% | +123.3% | +73.9% |
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 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