-10.2%
ASX vs PCAR
-8.5%
-1.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.6% | -19.2% | -20.0% |
| 7D | -33.3% | +2.2% | -35.4% | -33.7% |
| 30D | -36.5% | -4.4% | -32.1% | -34.9% |
| 3M | -19.2% | -21.4% | +2.2% | -4.3% |
| 6M | -10.2% | -7.3% | -2.9% | -8.7% |
| All | -10.2% | -8.5% | -1.8% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling