+5.4%
B vs PCAR
+11.3%
-5.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -7.3% | +4.9% | -12.3% | -9.9% |
| 30D | -3.3% | -1.4% | -1.9% | -2.7% |
| 3M | -7.8% | -18.1% | +10.4% | +2.5% |
| 6M | -15.5% | -4.0% | -11.5% | -14.8% |
| YTD | -12.3% | -1.5% | -10.8% | -7.9% |
| 1Y | +5.4% | +13.2% | -7.8% | +14.6% |
| All | +5.4% | +11.3% | -5.9% | +14.6% |
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