+803.7%
B vs PCAR
+15,337.6%
-14,533.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +9.4% | -6.2% | +15.7% | +10.1% |
| 3M | +5.0% | +5.9% | -0.9% | +4.4% |
| 6M | -3.5% | +0.4% | -3.9% | -3.6% |
| YTD | +4.5% | +14.8% | -10.4% | +3.2% |
| 1Y | +67.8% | +30.1% | +37.7% | +63.7% |
| 3Y | +196.7% | +66.7% | +130.0% | +181.5% |
| 5Y | +151.9% | +166.1% | -14.2% | +128.1% |
| 10Y | +202.2% | +353.7% | -151.5% | +157.0% |
| All | +803.7% | +15,337.6% | -14,533.8% | +736.5% |
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