+414.3%
ASX vs PCAR
+108.5%
+305.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.6% | -19.2% | -19.9% |
| 7D | -33.3% | +2.2% | -35.4% | -34.0% |
| 30D | -36.5% | -4.4% | -32.1% | -35.1% |
| 3M | -19.2% | -21.4% | +2.2% | -8.4% |
| 6M | -10.2% | -7.3% | -2.9% | -6.9% |
| YTD | +86.5% | -3.8% | +90.2% | +89.3% |
| 1Y | +89.6% | +6.3% | +83.3% | +82.7% |
| 3Y | +298.6% | +34.4% | +264.2% | +215.4% |
| 5Y | +414.3% | +109.2% | +305.0% | +194.7% |
| All | +414.3% | +108.5% | +305.7% | +194.7% |
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