+26.0%
C vs PCAR
+12.4%
+13.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.4% | 0.0% |
| 7D | +1.1% | +3.7% | -2.6% | -0.4% |
| 30D | -2.4% | -2.9% | +0.5% | -1.3% |
| 3M | -8.4% | -21.7% | +13.3% | +1.1% |
| 6M | +0.3% | -6.6% | +7.0% | +2.6% |
| YTD | +9.1% | -2.2% | +11.4% | +9.1% |
| 1Y | +26.0% | +12.2% | +13.8% | +20.0% |
| All | +26.0% | +12.4% | +13.6% | +20.0% |
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 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