+109.4%
C vs PCAR
+108.5%
+0.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.5% | -4.2% |
| 7D | -5.3% | +2.2% | -7.5% | -6.3% |
| 30D | -7.3% | -4.4% | -2.9% | -5.2% |
| 3M | -13.5% | -21.4% | +8.0% | -2.2% |
| 6M | -6.5% | -7.3% | +0.8% | -3.5% |
| YTD | +3.6% | -3.8% | +7.4% | +4.2% |
| 1Y | +18.9% | +6.3% | +12.6% | +13.2% |
| 3Y | +205.0% | +34.4% | +170.6% | +144.9% |
| 5Y | +109.4% | +109.2% | +0.1% | +22.4% |
| All | +109.4% | +108.5% | +0.8% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling