+208.6%
B vs PCAR
+291.3%
-82.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -6.0% | -6.1% |
| 7D | +7.1% | +3.5% | +3.7% | +6.6% |
| 30D | -3.3% | -2.3% | -1.1% | -3.0% |
| 3M | -2.5% | -19.3% | +16.8% | +0.2% |
| 6M | -7.2% | -7.1% | -0.1% | -6.3% |
| YTD | -7.4% | -2.8% | -4.6% | -6.6% |
| 1Y | +16.4% | +9.3% | +7.2% | +16.1% |
| 3Y | +178.7% | +33.5% | +145.2% | +170.4% |
| 5Y | +121.7% | +112.6% | +9.1% | +104.9% |
| 10Y | +208.6% | +276.9% | -68.3% | +156.4% |
| All | +208.6% | +291.3% | -82.7% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling