+3,552.3%
ASX vs PCAR
+6,095.0%
-2,542.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +2.0% | -6.2% | +8.2% | +5.0% |
| 3M | -1.3% | +5.9% | -7.2% | -3.7% |
| 6M | +71.4% | +0.4% | +71.0% | +71.3% |
| YTD | +135.3% | +14.8% | +120.5% | +121.2% |
| 1Y | +267.5% | +30.1% | +237.4% | +224.7% |
| 3Y | +388.5% | +66.7% | +321.8% | +279.4% |
| 5Y | +417.1% | +166.1% | +251.0% | +223.5% |
| 10Y | +872.7% | +353.7% | +519.1% | +365.4% |
| All | +3,552.3% | +6,095.0% | -2,542.7% | +477.1% |
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