+103.1%
ARM vs PCAR
+0.7%
+102.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.8% |
| 7D | +5.5% | -0.5% | +6.0% | +6.0% |
| 30D | -8.2% | -6.2% | -2.0% | -2.7% |
| 3M | -35.9% | +5.9% | -41.8% | -39.4% |
| 6M | +103.1% | +0.4% | +102.7% | +116.1% |
| All | +103.1% | +0.7% | +102.4% | +116.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling