+1,163.5%
C vs PCAR
+15,337.6%
-14,174.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | -0.5% | +4.1% | +3.9% |
| 30D | +0.1% | -6.2% | +6.3% | +3.7% |
| 3M | +2.4% | +5.9% | -3.5% | -1.3% |
| 6M | +24.9% | +0.4% | +24.5% | +23.7% |
| YTD | +19.8% | +14.8% | +5.0% | +9.6% |
| 1Y | +44.9% | +30.1% | +14.8% | +22.8% |
| 3Y | +263.0% | +66.7% | +196.3% | +161.0% |
| 5Y | +129.5% | +166.1% | -36.6% | +24.8% |
| 10Y | +291.6% | +353.7% | -62.1% | +60.1% |
| All | +1,163.5% | +15,337.6% | -14,174.0% | +24.2% |
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