+710.4%
B vs PCAR
+13,042.4%
-12,331.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.3% | +7.9% |
| 7D | +1.1% | +3.7% | -2.5% | +0.8% |
| 30D | +0.3% | -2.9% | +3.3% | +0.6% |
| 3M | +5.4% | -21.7% | +27.1% | +7.9% |
| 6M | +5.5% | -6.6% | +12.2% | +6.2% |
| YTD | -6.3% | -2.2% | -4.1% | -6.0% |
| 1Y | +29.4% | +12.2% | +17.1% | +28.2% |
| 3Y | +160.3% | +36.5% | +123.7% | +151.7% |
| 5Y | +144.6% | +113.5% | +31.1% | +126.2% |
| 10Y | +169.3% | +319.4% | -150.1% | +131.0% |
| All | +710.4% | +13,042.4% | -12,331.9% | +662.0% |
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