+112.2%
C vs PCAR
+117.7%
-5.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -0.4% | +3.8% | -4.2% | -2.3% |
| 30D | -5.2% | -2.0% | -3.2% | -4.3% |
| 3M | -9.1% | -19.1% | +10.0% | +1.2% |
| 6M | -1.6% | -6.8% | +5.2% | +1.3% |
| YTD | +6.9% | -2.5% | +9.4% | +6.8% |
| 1Y | +23.0% | +9.7% | +13.3% | +15.1% |
| 3Y | +216.1% | +34.0% | +182.2% | +154.2% |
| 5Y | +112.2% | +113.3% | -1.1% | +22.1% |
| All | +112.2% | +117.7% | -5.4% | +22.1% |
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