+220.1%
C vs PCAR
+326.7%
-106.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | 0.0% |
| 7D | -0.9% | +2.9% | -3.8% | -2.9% |
| 30D | -5.4% | -2.1% | -3.3% | -4.1% |
| 3M | -9.2% | -20.4% | +11.2% | +5.6% |
| 6M | -1.8% | -7.0% | +5.2% | +1.9% |
| YTD | +6.7% | -2.6% | +9.3% | +6.3% |
| 1Y | +23.5% | +9.8% | +13.7% | +12.9% |
| 3Y | +219.8% | +37.3% | +182.5% | +136.0% |
| 5Y | +112.4% | +116.4% | -4.0% | +5.6% |
| 10Y | +220.1% | +293.0% | -72.9% | +1.3% |
| All | +220.1% | +326.7% | -106.6% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling