+432.3%
ASX vs PCAR
+168.1%
+264.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | +2.0% | -6.2% | +8.2% | +5.6% |
| 3M | -1.3% | +5.9% | -7.2% | -4.2% |
| 6M | +71.4% | +0.4% | +71.0% | +70.8% |
| YTD | +135.3% | +14.8% | +120.5% | +118.5% |
| 1Y | +267.5% | +30.1% | +237.4% | +217.8% |
| 3Y | +388.5% | +66.7% | +321.8% | +245.9% |
| All | +432.3% | +168.1% | +264.2% | +169.6% |
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 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