+27.2%
B vs PCAR
+3.7%
+23.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.9% |
| 7D | +9.6% | +0.1% | +9.5% | +9.6% |
| 30D | +3.5% | -4.6% | +8.1% | +6.2% |
| 3M | -1.6% | -22.6% | +21.0% | +13.1% |
| 6M | -1.7% | -12.0% | +10.3% | +4.2% |
| YTD | -5.3% | -6.1% | +0.8% | +1.9% |
| 1Y | +27.2% | +6.3% | +20.9% | +41.9% |
| All | +27.2% | +3.7% | +23.5% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling