+992.7%
C vs PCAR
+12,836.9%
-11,844.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.5% | -4.2% |
| 7D | -5.3% | +2.2% | -7.5% | -6.4% |
| 30D | -7.3% | -4.4% | -2.9% | -5.0% |
| 3M | -13.5% | -21.4% | +8.0% | -1.1% |
| 6M | -6.5% | -7.3% | +0.8% | -3.2% |
| YTD | +3.6% | -3.8% | +7.4% | +4.5% |
| 1Y | +18.9% | +6.3% | +12.6% | +13.1% |
| 3Y | +205.0% | +34.4% | +170.6% | +148.0% |
| 5Y | +109.4% | +109.2% | +0.1% | +30.4% |
| 10Y | +232.9% | +312.9% | -80.0% | +43.7% |
| All | +992.7% | +12,836.9% | -11,844.2% | +18.5% |
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