+392.6%
ASX vs PCAR
+66.6%
+326.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +2.0% | -6.2% | +8.2% | +5.3% |
| 3M | -1.3% | +5.9% | -7.2% | -3.9% |
| 6M | +71.4% | +0.4% | +71.0% | +70.6% |
| YTD | +135.3% | +14.8% | +120.5% | +120.8% |
| 1Y | +267.5% | +30.1% | +237.4% | +225.3% |
| All | +392.6% | +66.6% | +326.1% | +228.6% |
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