+214.8%
B vs PCAR
+288.5%
-73.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -7.3% | +4.9% | -12.3% | -7.9% |
| 30D | -3.3% | -1.4% | -1.9% | -3.2% |
| 3M | -7.8% | -18.1% | +10.4% | -5.4% |
| 6M | -15.5% | -4.0% | -11.5% | -15.0% |
| YTD | -12.3% | -1.5% | -10.8% | -11.7% |
| 1Y | +5.4% | +13.2% | -7.8% | +4.7% |
| 3Y | +165.5% | +35.8% | +129.7% | +157.3% |
| 5Y | +107.0% | +114.6% | -7.6% | +91.4% |
| All | +214.8% | +288.5% | -73.7% | +171.7% |
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 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