+415.3%
ASX vs PCAR
+101.4%
+313.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +7.7% |
| 7D | -19.9% | +0.1% | -20.0% | -20.0% |
| 30D | -30.9% | -4.6% | -26.3% | -29.4% |
| 3M | -15.1% | -22.6% | +7.5% | -3.1% |
| 6M | -6.5% | -12.0% | +5.5% | -0.5% |
| YTD | +98.4% | -6.1% | +104.5% | +103.9% |
| 1Y | +107.9% | +6.3% | +101.5% | +99.9% |
| 3Y | +325.3% | +31.8% | +293.5% | +238.6% |
| All | +415.3% | +101.4% | +313.9% | +195.4% |
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