+107.9%
ASX vs PCAR
+3.7%
+104.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +7.7% |
| 7D | -19.9% | +0.1% | -20.0% | -19.9% |
| 30D | -30.9% | -4.6% | -26.3% | -29.4% |
| 3M | -15.1% | -22.6% | +7.5% | -1.4% |
| 6M | -6.5% | -12.0% | +5.5% | -0.3% |
| YTD | +98.4% | -6.1% | +104.5% | +106.1% |
| 1Y | +107.9% | +6.3% | +101.5% | +107.8% |
| All | +107.9% | +3.7% | +104.2% | +107.8% |
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 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