+842.6%
ASX vs PCAR
+326.7%
+516.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.7% | +5.0% | +6.8% |
| 7D | -12.3% | +2.9% | -15.2% | -13.5% |
| 30D | -26.0% | -2.1% | -23.9% | -25.3% |
| 3M | -8.1% | -20.4% | +12.3% | +2.8% |
| 6M | +1.4% | -7.0% | +8.4% | +4.8% |
| YTD | +115.6% | -2.6% | +118.2% | +117.5% |
| 1Y | +128.0% | +9.8% | +118.3% | +116.2% |
| 3Y | +371.4% | +37.3% | +334.1% | +284.8% |
| 5Y | +469.4% | +116.4% | +353.0% | +261.8% |
| 10Y | +842.6% | +293.0% | +549.7% | +369.1% |
| All | +842.6% | +326.7% | +516.0% | +369.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling