+3,552.3%
ASX vs PCAR
+5,174.0%
-1,621.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.0% | -8.0% | -5.8% |
| 7D | -14.6% | +3.7% | -18.2% | -16.1% |
| 30D | -21.1% | -2.9% | -18.2% | -20.3% |
| 3M | -3.1% | -21.7% | +18.6% | +7.7% |
| 6M | +17.4% | -6.6% | +24.0% | +20.5% |
| YTD | +135.3% | -2.2% | +137.6% | +136.4% |
| 1Y | +146.5% | +12.2% | +134.3% | +132.4% |
| 3Y | +403.1% | +36.5% | +366.6% | +325.1% |
| 5Y | +551.7% | +113.5% | +438.2% | +347.8% |
| 10Y | +923.7% | +319.4% | +604.2% | +405.5% |
| All | +3,552.3% | +5,174.0% | -1,621.7% | +516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling